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相关论文: Gaussian limits for random measures in geometric p…

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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

Nearest neighbor cells in $R^d,d\in\mathbb{N}$, are used to define coefficients of divergence ($\phi$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a…

概率论 · 数学 2009-03-06 Yu. Baryshnikov , Mathew D. Penrose , J. E. Yukich

We show that the random point measures induced by vertices in the convex hull of a Poisson sample on the unit ball, when properly scaled and centered, converge to those of a mean zero Gaussian field. We establish limiting variance and…

概率论 · 数学 2008-01-09 T. Schreiber , J. E. Yukich

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

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

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

概率论 · 数学 2013-02-05 Mathew D. Penrose , Andrew R. Wade

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

概率论 · 数学 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…

概率论 · 数学 2007-05-23 Mathew D. Penrose , J. E. Yukich

We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…

概率论 · 数学 2020-07-28 Egor Kosov

We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply…

概率论 · 数学 2011-08-16 Mathew D. Penrose , Yuval Peres

One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…

统计理论 · 数学 2024-12-20 Fabian Mies

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

概率论 · 数学 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…

概率论 · 数学 2022-12-26 Moritz Otto

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

统计方法学 · 统计学 2018-10-30 Jize Zhang , Lizhen Lin

We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…

统计方法学 · 统计学 2025-01-31 Ioannis Papastathopoulos , Lambert de Monte , Ryan Campbell , Haavard Rue

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

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

Using a coupling argument, we establish a general weak law of large numbers for functionals of binomial point processes in d-dimensional space, with a limit that depends explicitly on the (possibly non-uniform) density of the point process.…

概率论 · 数学 2007-05-23 Mathew D. Penrose , J. E. Yukich

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…

统计力学 · 物理学 2016-06-14 Adrian A. Budini
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