Normal approximations for wavelet coefficients on spherical Poisson fields

We compute explicit upper bounds on the distance between the law of a multivariate Gaussian distribution and the joint law of wavelet/needlet coefficients based on a homogeneous spherical Poisson field. In particular, we develop some results from Peccati and Zheng (2010) [42], based on Malliavin calculus and Stein’s methods, to assess the rate of convergence to Gaussianity for a triangular array of needlet coefficients with growing dimensions. Our results are motivated by astrophysical and cosmological applications, in particular related to the search for point sources in Cosmic Rays data.