Central limit theorems for $U$-statistics of Poisson point processes
Abstract
A -statistic of a Poisson point process is defined as the sum over all (possibly infinitely many) -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 -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.
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)