English
Related papers

Related papers: Gaussian approximation for Extreme Points in Lague…

200 papers

In this paper, we give sufficient conditions to establish central limit theorems for boundary estimates of Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process.…

Statistics Theory · Mathematics 2011-03-31 Stéphane Girard , Ludovic Menneteau

We study the problem of generating a hyperplane tessellation of an arbitrary set $T$ in $\mathbb{R}^n$, ensuring that the Euclidean distance between any two points corresponds to the fraction of hyperplanes separating them up to a…

Probability · Mathematics 2022-01-17 Sjoerd Dirksen , Shahar Mendelson , Alexander Stollenwerk

In this paper, quantitative central limit theorems for $U$-statistics on the $q$-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the $U$-statistics are built over tight…

Probability · Mathematics 2016-04-06 Solesne Bourguin , Claudio Durastanti

We prove an almost sure central limit theorem on the Poisson space, which is perfectly tailored for stabilizing functionals emerging in stochastic geometry. As a consequence, we provide almost sure central limit theorems for $(i)$ the total…

Probability · Mathematics 2019-12-16 Giovanni-Luca Torrisi , Emilio Leonardi

Uniform and nonuniform Berry--Esseen (BE) bounds of optimal orders on the closeness to normality for general abstract nonlinear statistics are given, which are then used to obtain optimal bounds on the rate of convergence in the delta…

Statistics Theory · Mathematics 2017-01-17 Iosif Pinelis , Raymond Molzon

We show that the random point measures induced by vertices in the convex hull of a Poisson sample on the unit ball, when properly scaled and centered, converge to those of a mean zero Gaussian field. We establish limiting variance and…

Probability · Mathematics 2008-01-09 T. Schreiber , J. E. Yukich

Analysis of extremal behavior of stochastic processes is a key ingredient in a wide variety of applications, including probability, statistical physics, theoretical computer science, and learning theory. In this paper, we consider centered…

Probability · Mathematics 2026-01-19 Yifeng Chu , Maxim Raginsky

Random tessellations are well suited for probabilistic modeling of three-dimensional (3D) grain microstructures of polycrystalline materials. The present paper is focused on so-called Gibbs-Laguerre tessellations, in which the generators of…

Image and Video Processing · Electrical Eng. & Systems 2019-11-22 F. Seitl , L. Petrich , J. Staněk , C. E. Krill , V. Schmidt , V. Beneš

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

Probability · Mathematics 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…

Probability · Mathematics 2024-08-12 Gilles Bonnet , Anna Gusakova

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

We construct and study the ideal Poisson--Voronoi tessellation of the product of two hyperbolic planes $\mathbb{H}_{2}\times \mathbb{H}_{2}$ endowed with the $L^{1}$ norm. We prove that its law is invariant under all isometries of this…

Probability · Mathematics 2024-12-03 Matteo D'Achille

For a Borel set $A$ and a stationary Poisson point process $\eta_t$ in $\mathbb R^d$ of intensity $t>0$, the Poisson-Delaunay approximation $ A_{\eta_t}$ of $A$ is the union of all Delaunay cells generated by $\eta_t$ with center in $A$. It…

Probability · Mathematics 2024-10-31 Matthias Reitzner , Anna Strotmann

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

Numerical Analysis · Mathematics 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang

The convex hull generated by the restriction to the unit ball of a stationary Poisson point process in the $d$-dimensional Euclidean space is considered. By establishing sharp bounds on cumulants, exponential estimates for large deviation…

Probability · Mathematics 2015-12-15 Julian Grote , Christoph Thaele

The $\beta$-Delaunay tessellation in $\mathbb{R}^{d-1}$ is a generalization of the classical Poisson-Delaunay tessellation. As a first result of this paper we show that the shape of a weighted typical cell of a $\beta$-Delaunay…

Probability · Mathematics 2022-03-17 Anna Gusakova , Zakhar Kabluchko , Christoph Thäle

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

We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…

Probability · Mathematics 2026-05-22 Renjie Feng , Stephen Muirhead

The Gaussian $\beta$-ensemble is a real $n$-point configuration $\{x_j\}_1^n$ picked randomly with respect to the Boltzmann factor $e^{-\frac\beta 2H_n}$, $H_n=\sum_{i\ne j}\log\frac 1{|x_i-x_j|}+n\sum_{i=1}^n\tfrac 12x_i^2.$ The point…

Probability · Mathematics 2024-08-23 Yacin Ameur , Felipe Marceca , José Luis Romero

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be mutually independent centered Gaussian processes with almost surely continuous sample paths. We derive the exact asymptotics of $$ P\left(\exists_{t \in [0,T]} \forall_{i=1 ... n} X_i(t)> u \right) $$…

Probability · Mathematics 2015-05-26 Krzysztof Dȩbicki , Enkelejd Hashorva , Lanpeng Ji , Kamil Tabiś