English

Point process convergence for symmetric functions of high-dimensional random vectors

Probability 2024-02-14 v2

Abstract

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint distribution of a fixed number of upper order statistics. As applications of the result a generalization of maximum convergence to point process convergence is given for simple linear rank statistics, rank-type U-statistics and the entries of sample covariance matrices.

Keywords

Cite

@article{arxiv.2303.15804,
  title  = {Point process convergence for symmetric functions of high-dimensional random vectors},
  author = {Johannes Heiny and Carolin Kleemann},
  journal= {arXiv preprint arXiv:2303.15804},
  year   = {2024}
}

Comments

28 pages, 1 figure

R2 v1 2026-06-28T09:37:26.854Z