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U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Probability · Mathematics 2014-06-24 Viktor Benes , Marketa Zikmundova

A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…

Probability · Mathematics 2013-12-13 Matthias Reitzner , Matthias Schulte

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…

Probability · Mathematics 2007-05-23 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt

The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…

Probability · Mathematics 2011-04-13 Matthias Schulte , Christoph Thaele

We study multi-dimensional normal approximations on the Poisson space by means of Malliavin calculus, Stein's method and probabilistic interpolations. Our results yield new multi-dimensional central limit theorems for multiple integrals…

Probability · Mathematics 2010-04-14 Giovanni Peccati , Cengbo Zheng

We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…

Probability · Mathematics 2024-06-21 Ronan Herry

We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a…

Probability · Mathematics 2026-01-26 Efe Onaran , Omer Bobrowski , Robert J. Adler

We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Ess\'een bounds in Central Limit Theorems (CLTs) involving multiple Wiener-It\^o integrals with respect to a general…

Probability · Mathematics 2008-08-01 Giovanni Peccati , Josep Lluís Solé , Murad S. Taqqu , Frederic Utzet

Special case of a Gibbsian facet process on a fixed window with a discrete orientation distribution and with increasing intensity of the underlying Poisson process is studied. All asymptotic moments for interaction U-statistics are…

Probability · Mathematics 2015-10-06 Jakub Vecera

In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…

Probability · Mathematics 2015-04-02 Jakub Vecera , Viktor Benes

A general moment bound for sums of products of Gaussian vector's functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A general central limit theorem for triangular arrays of nonlinear functionals of…

Statistics Theory · Mathematics 2012-08-10 Jean-Marc Bardet , Donatas Surgailis

This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of Stein's equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson…

Probability · Mathematics 2021-06-01 Federico Pianoforte , Riccardo Turin

This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…

Probability · Mathematics 2021-11-09 Carina Betken , Matthias Schulte , Christoph Thäle

We develop a functional Stein-Malliavin method in a non-diffusive Poissonian setting, thus obtaining a) quantitative central limit theorems for approximation of arbitrary non-degenerate Gaussian random elements taking values in a separable…

Probability · Mathematics 2023-04-17 Solesne Bourguin , Simon Campese , Thanh Dang

We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…

Probability · Mathematics 2022-12-26 Moritz Otto

In this work, we discuss new bounds for the normal approximation of multivariate Poisson functionals under minimal moment assumptions. Such bounds require one to estimate moments of so-called add-one costs of the functional. Previous works…

Probability · Mathematics 2024-09-05 Tara Trauthwein

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…

Probability · Mathematics 2015-07-22 Luisa Beghin , Claudio Macci

This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…

Probability · Mathematics 2008-11-12 Giovanni Peccati , Murad S. Taqqu

Let $Z$ be a Boolean model based on a stationary Poisson process $\eta$ of compact, convex particles in Euclidean space ${\mathbb{R}}^d$. Let $W$ denote a compact, convex observation window. For a large class of functionals $\psi$, formulas…

Probability · Mathematics 2016-02-11 Daniel Hug , Günter Last , Matthias Schulte

We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…

Probability · Mathematics 2019-05-28 Jens Grygierek
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