English

Central limit theorems for $U$-statistics of Poisson point processes

Probability 2013-12-13 v3

Abstract

A UU-statistic of a Poisson point process is defined as the sum f(x1,,xk)\sum f(x_1,\ldots,x_k) over all (possibly infinitely many) kk-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos expansion of such a functional is computed and used to derive a formula for the variance. Central limit theorems for UU-statistics of Poisson point processes are shown, with explicit bounds for the Wasserstein distance to a Gaussian random variable. As applications, the intersection process of Poisson hyperplanes and the length of a random geometric graph are investigated.

Keywords

Cite

@article{arxiv.1104.1039,
  title  = {Central limit theorems for $U$-statistics of Poisson point processes},
  author = {Matthias Reitzner and Matthias Schulte},
  journal= {arXiv preprint arXiv:1104.1039},
  year   = {2013}
}

Comments

Published in at http://dx.doi.org/10.1214/12-AOP817 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T17:50:10.504Z