中文
相关论文

相关论文: Multivariate normal approximation in geometric pro…

200 篇论文

Randomized approximation algorithms for many #P-complete problems (such as the partition function of a Gibbs distribution, the volume of a convex body, the permanent of a $\{0,1\}$-matrix, and many others) reduce to creating random…

统计计算 · 统计学 2017-06-30 Mark Huber

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

概率论 · 数学 2019-07-24 Martin Raič

We consider the approximation of Poisson type problems where the source is given by a singular measure and the domain is a convex polygonal or polyhedral domain. First, we prove the well-posedness of the Poisson problem when the source…

数值分析 · 数学 2018-09-12 Irene Drelichman , Ricardo Durán , Ignacio Ojea

Letting $\mathcal{M}$ denote the space of finite measures on $\mathbb{N}$, and $\mu_\lambda\in\mathcal{M}$ denote the Poisson distribution with parameter $\lambda$, the function $W:[0,1]^2\to\mathcal{M}$ given by \[ W(x,y)=\mu_{c\log x\log…

组合数学 · 数学 2017-01-25 Ágnes Backhausz , Dávid Kunszenti-Kovács

We prove an exact fourth moment bound for the normal approximation of random variables belonging to the Wiener chaos of a general Poisson random measure. Such a result -- that has been elusive for several years -- shows that the so-called…

概率论 · 数学 2021-04-01 Christian Döbler , Giovanni Peccati

We prove a Poisson process approximation result for stabilizing functionals of a determinantal point process. Our results use concrete couplings of determinantal processes with different Palm measures and exploit their association…

概率论 · 数学 2024-02-14 Moritz Otto

We use Stein's method to establish the rates of normal approximation in terms of the total variation distance for a large class of sums of score functions of marked Poisson point processes on $\mathbb{R}^d$. As in the study under the weaker…

概率论 · 数学 2020-11-17 Tianshu Cong , Aihua Xia

Consider a set P of N random points on the unit sphere of dimension $d-1$, and the symmetrized set S = P union (-P). The halving polyhedron of S is defined as the convex hull of the set of centroids of N distinct points in S. We prove that…

计算几何 · 计算机科学 2014-04-25 Quentin Mérigot

Let K be a convex set in R d and let K $\lambda$ be the convex hull of a homogeneous Poisson point process P $\lambda$ of intensity $\lambda$ on K. When K is a simple polytope, we establish scaling limits as $\lambda$ $\rightarrow$ $\infty$…

概率论 · 数学 2016-02-22 Pierre Calka , J. E. Yukich

Consider a Poisson point process with unknown support boundary curve $g$, which forms a prototype of an irregular statistical model. We address the problem of estimating non-linear functionals of the form $\int \Phi(g(x))\,dx$. Following a…

统计理论 · 数学 2019-02-13 Markus Reiß , Martin Wahl

In this article, we consider Poisson and Poisson convoluted geometric approximation to the sums of $n$ independent random variables under moment conditions. We use Stein's method to derive the approximation results in total variation…

概率论 · 数学 2020-07-07 Pratima Eknath Kadu

Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…

概率论 · 数学 2018-05-14 Natalia Soja-Kukieła

Poisson boundary is a measurable $\Gamma$-space canonically associated with a group $\Gamma$ and a probability measure $\mu$ on it. The collection of all measurable $\Gamma$-equivariant quotients, known as $\mu$-boundaries, of the Poisson…

群论 · 数学 2025-04-15 Samuel Dodds , Alex Furman

Consider the problem of drawing random variates $(X_1,\ldots,X_n)$ from a distribution where the marginal of each $X_i$ is specified, as well as the correlation between every pair $X_i$ and $X_j$. For given marginals, the…

概率论 · 数学 2016-12-30 Mark Huber , Nevena Maric

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

概率论 · 数学 2026-04-10 Fraser Daly

Let X be a Poisson point process of intensity lambda on the real line. A thickening of it is a (deterministic) measurable function f such that the union of X and f(X) is a Poisson point process of intensity lambda' where lambda'>lambda. An…

概率论 · 数学 2017-03-14 Ori Gurel-Gurevich , Ron Peled

Let $\sigma$ be a non-atomic, infinite Radon measure on $\mathbb R^d$, for example, $d\sigma(x)=z\,dx$ where $z>0$. We consider a system of freely independent particles $x_1,\dots,x_N$ in a bounded set $\Lambda\subset\mathbb R^d$, where…

概率论 · 数学 2016-03-02 Marek Bożejko , José Luís da Silva , Tobias Kuna , Eugene Lytvynov

We consider random graphs with uniformly bounded edges on a Poisson point process conditioned to contain the origin. In particular we focus on the random connection model, the Boolean model and Miller-Abrahams random resistor network with…

概率论 · 数学 2018-10-10 Alessandra Faggionato , Hlafo Alfie Mimun

We establish inequalities for assessing the distance between the distribution of a (possibly multidimensional) functional of a Poisson random measure and that of a Gaussian element. Our bounds only involve add-one cost operators at the…

概率论 · 数学 2020-10-27 Raphaël Lachièze-Rey , Giovanni Peccati , Xiaochuan Yang

Let $N_\lambda$ and $U$ be two independent random variables respectively distributed as a Poisson distribution with parameter $\lambda >0$ and a uniform distribution on $(0,1)$. This paper establishes that the median, say $M$, of…

统计理论 · 数学 2019-01-17 Jean-François Coeurjolly , Joëlle Rousseau-Trépanier