Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry
Abstract
A Poisson or a binomial process on an abstract state space and a symmetric function acting on -tuples of its points are considered. They induce a point process on the target space of . The main result is a functional limit theorem which provides an upper bound for an optimal transportation distance between the image process and a Poisson process on the target space. The technical background are a version of Stein's method for Poisson process approximation, a Glauber dynamics representation for the Poisson process and the Malliavin formalism. As applications of the main result, error bounds for approximations of U-statistics by Poisson, compound Poisson and stable random variables are derived, and examples from stochastic geometry are investigated.
Keywords
Cite
@article{arxiv.1406.5484,
title = {Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry},
author = {Laurent Decreusefond and Matthias Schulte and Christoph Thäle},
journal= {arXiv preprint arXiv:1406.5484},
year = {2016}
}
Comments
Published at http://dx.doi.org/10.1214/15-AOP1020 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)