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相关论文: Multivariate normal approximation in geometric pro…

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Given $n$ independent random marked $d$-vectors $X_i$ with a common density, define the measure $\nu_n = \sum_i \xi_i $, where $\xi_i$ is a measure (not necessarily a point measure) determined by the (suitably rescaled) set of points near…

概率论 · 数学 2007-05-23 Mathew D. Penrose

We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…

概率论 · 数学 2021-03-02 Matthias Schulte , J. E. Yukich

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

概率论 · 数学 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

概率论 · 数学 2014-09-24 Aihua Xia , J. E. Yukich

We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…

概率论 · 数学 2012-06-26 Raphael Lachieze-Rey , Giovanni Peccati

We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…

概率论 · 数学 2007-05-23 Yu. Baryshnikov , J. E. Yukich

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

概率论 · 数学 2015-07-06 V. Yu. Korolev , A. V. Dorofeeva

Let $\mathcal{P}_{\lambda}:=\mathcal{P}_{\lambda\kappa}$ denote a Poisson point process of intensity $\lambda\kappa$ on $[0,1]^d,d\geq2$, with $\kappa$ a bounded density on $[0,1]^d$ and $\lambda\in(0,\infty)$. Given a closed subset…

概率论 · 数学 2015-02-02 J. E. Yukich

Stein's method is used to obtain two theorems on multivariate normal approximation. Our main theorem, Theorem 1.2, provides a bound on the distance to normality for any nonnegative random vector. Theorem 1.2 requires multivariate size bias…

概率论 · 数学 2007-05-23 Larry Goldstein , Yosef Rinott

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…

概率论 · 数学 2021-06-01 Federico Pianoforte , Riccardo Turin

Consider a stationary Poisson process $\eta$ in the $d$-dimensional Euclidean or hyperbolic space and construct a random graph with vertex set $\eta$ as follows. First, each point $x\in\eta$ is connected by an edge to its nearest neighbour,…

概率论 · 数学 2024-11-04 Holger Sambale , Christoph Thäle , Tara Trauthwein

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…

概率论 · 数学 2019-05-28 Jens Grygierek

We establish two theorems for assessing the accuracy in total variation of multivariate discrete normal approximation to the distribution of an integer valued random vector $W$. The first is for sums of random vectors whose dependence…

概率论 · 数学 2018-07-19 A. D. Barbour , A. Xia

Consider a bipartite random geometric graph on the union of two independent homogeneous Poisson point processes in $d$-space, with distance parameter $r$ and intensities $\lambda,\mu$. We show for $d \geq 2$ that if $\lambda$ is…

概率论 · 数学 2014-05-13 Mathew D. Penrose

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

概率论 · 数学 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance for a large class of geometric functionals of marked Poisson and binomial point processes on general metric spaces. The rates are valid…

概率论 · 数学 2017-02-03 Raphaël Lachièze-Rey , Matthias Schulte , J. E. Yukich

Functionals in geometric probability are often expressed as sums of bounded functions exhibiting exponential stabilization. Methods based on cumulant techniques and exponential modifications of measures show that such functionals satisfy…

概率论 · 数学 2009-09-29 Yu Baryshnikov , P. Eichelsbacher , T. Schreiber , J. E. Yukich

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

概率论 · 数学 2022-09-20 Chinmoy Bhattacharjee , Ilya Molchanov

We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…

概率论 · 数学 2024-01-19 Haoyu Ye , Peter Orbanz , Morgane Austern

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

概率论 · 数学 2012-12-11 Matthias Schulte , Christoph Thaele
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