Brillinger mixing of determinantal point processes and statistical applications
Statistics Theory
2015-07-24 v1 Statistics Theory
Abstract
Stationary determinantal point processes are proved to be Brillinger mixing. This property is an important step towards asymptotic statistics for these processes. As an important example, a central limit theorem for a wide class of functionals of determinantal point processes is established. This result yields in particular the asymptotic normality of the estimator of the intensity of a stationary determinantal point process and of the kernel estimator of its pair correlation.
Keywords
Cite
@article{arxiv.1507.06506,
title = {Brillinger mixing of determinantal point processes and statistical applications},
author = {Christophe Ange Napoléon Biscio and Frédéric Lavancier},
journal= {arXiv preprint arXiv:1507.06506},
year = {2015}
}