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Limit theory for geometric statistics of point processes having fast decay of correlations

Probability 2019-06-19 v3 Computational Geometry Mathematical Physics math.MP

Abstract

Let PP be a simple,stationary point process having fast decay of correlations, i.e., its correlation functions factorize up to an additive error decaying faster than any power of the separation distance. Let Pn:=PWnP_n:= P \cap W_n be its restriction to windows Wn:=[12n1/d,12n1/d]dRdW_n:= [-{1 \over 2}n^{1/d},{1 \over 2}n^{1/d}]^d \subset \mathbb{R}^d. We consider the statistic Hnξ:=xPnξ(x,Pn)H_n^\xi:= \sum_{x \in P_n}\xi(x,P_n) where ξ(x,Pn)\xi(x,P_n) denotes a score function representing the interaction of xx with respect to PnP_n. When ξ\xi depends on local data in the sense that its radius of stabilization has an exponential tail, we establish expectation asymptotics, variance asymptotics, and CLT for HnξH_n^{\xi} and, more generally, for statistics of the re-scaled, possibly signed, ξ\xi-weighted point measures μnξ:=xPnξ(x,Pn)δn1/dx\mu_n^{\xi} := \sum_{x \in P_n} \xi(x,P_n) \delta_{n^{-1/d}x}, as WnRdW_n \uparrow \mathbb{R}^d. This gives the limit theory for non-linear geometric statistics (such as clique counts, intrinsic volumes of the Boolean model, and total edge length of the kk-nearest neighbors graph) of α\alpha-determinantal point processes having fast decreasing kernels extending the CLTs of Soshnikov (2002) to non-linear statistics. It also gives the limit theory for geometric U-statistics of α\alpha-permanental point processes and the zero set of Gaussian entire functions, extending the CLTs of Nazarov and Sodin (2012) and Shirai and Takahashi (2003), which are also confined to linear statistics. The proof of the central limit theorem relies on a factorial moment expansion originating in Blaszczyszyn (1995), Blaszczyszyn, Merzbach, Schmidt (1997) to show the fast decay of the correlations of ξ\xi-weighted point measures. The latter property is shown to imply a condition equivalent to Brillinger mixing and consequently yields the CLT for μnξ\mu_n^\xi via an extension of the cumulant method.

Keywords

Cite

@article{arxiv.1606.03988,
  title  = {Limit theory for geometric statistics of point processes having fast decay of correlations},
  author = {B. Blaszczyszyn and D. Yogeshwaran and J. E. Yukich},
  journal= {arXiv preprint arXiv:1606.03988},
  year   = {2019}
}

Comments

62 pages. Fundamental changes to the terminology including the title. The earlier 'clustering' condition is now introduced as a notion of mixing and its connection to Brillinger mixing is remarked. Newer results for superposition of independent point processes have been added