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相关论文: Central limit theorem for Gibbsian U-statistics of…

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It is shown how the central limit theorem for U-statistics of spatial Poisson point processes can help to derive the central limit theorem for U-statistics of a Gibbs facet process from stochastic geometry. A full-dimensional submodel…

概率论 · 数学 2016-08-03 Jakub Vecera , Viktor Benes

In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…

概率论 · 数学 2015-04-02 Jakub Vecera , Viktor Benes

A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…

概率论 · 数学 2013-12-13 Matthias Reitzner , Matthias Schulte

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

概率论 · 数学 2014-06-24 Viktor Benes , Marketa Zikmundova

We study a stationary Gibbs particle process with deterministically bounded particles on Euclidean space defined in terms of an activity parameter and non-negative interaction potentials of finite range. Using disagreement percolation we…

概率论 · 数学 2020-09-08 Viktor Beneš , Christoph Hofer-Temmel , Günter Last , Jakub Večeřa

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

概率论 · 数学 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.

概率论 · 数学 2023-09-06 Vladimir I. Piterbarg

We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a…

概率论 · 数学 2026-01-26 Efe Onaran , Omer Bobrowski , Robert J. Adler

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

概率论 · 数学 2014-09-10 Mark Podolskij , Christian Schmidt , Johanna F. Ziegel

In this paper, we give sufficient conditions to establish central limit theorems for boundary estimates of Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process.…

统计理论 · 数学 2011-03-31 Stéphane Girard , Ludovic Menneteau

We consider the stochastic behavior of a class of local $U$-statistics of Poisson processes$-$which include subgraph and simplex counts as special cases, and amounts to quantifying clustering behavior$-$for point clouds lying in diverging…

概率论 · 数学 2022-07-25 Andrew M. Thomas

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

数学物理 · 物理学 2007-05-23 Paul Doukhan , Gabriel Lang , Sana Louhichi , Bernard Ycart

Consider a stationary Poisson point process in $\mathbb{R}^d$ and connect any two points whenever their distance is less than or equal to a prescribed distance parameter. This construction gives rise to the well known random geometric…

概率论 · 数学 2017-01-04 Jens Grygierek , Christoph Thaele

We establish central limit theorems for general functionals on binomial point processes and their Poissonized version. As an application, a central limit theorem for Betti numbers of random geometric complexes in the thermodynamic regime is…

概率论 · 数学 2018-04-10 Khanh Duy Trinh

We prove a central limit theorem for linear statistics of a broad class of Pfaffian point processes. As an application, we derive Gaussian limits for scaled linear statistics of step functions in the Pfaffian $\mathrm{Sine_4}$ and…

概率论 · 数学 2025-04-22 Kai Wang , Mei Xu

We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…

概率论 · 数学 2019-08-12 Jian Song , Jianfeng Yao , Wangjun Yuan

This paper is concerned with statistical inference for infinite range interaction Gibbs point processes and in particular for the large class of Ruelle superstable and lower regular pairwise interaction models. We extend classical…

统计理论 · 数学 2015-10-05 Jean-François Coeurjolly , Frédéric Lavancier

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

概率论 · 数学 2009-11-11 V. Shcherbakov

Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…

统计理论 · 数学 2011-08-19 Martin Wendler

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…

概率论 · 数学 2007-05-23 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt
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