NORMAL APPROXIMATION FOR STATISTICS OF GIBBSIAN INPUT IN GEOMETRIC PROBABILITY

被引:12
作者
Xia, Aihua [1 ]
Yukich, J. E. [2 ]
机构
[1] Univ Melbourne, Sch Math & Stat, Parkville, Vic 3010, Australia
[2] Lehigh Univ, Dept Math, Bethlehem, PA 18015 USA
基金
澳大利亚研究理事会; 美国国家科学基金会;
关键词
Gibbs point process; Stein's method; random Euclidean graphs; maximal points; spatial birth-growth model; LIMIT-THEOREMS; LARGE NUMBERS; VARIANCE ASYMPTOTICS; GAUSSIAN LIMITS; POINT-PROCESSES; R-D; LAWS; FUNCTIONALS; MODEL;
D O I
10.1017/S0001867800048965
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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) up arrow R-d. We establish conditions ensuring that W-lambda has volume order fluctuations, i.e. they coincide with the fluctuations of functionals of Poisson spatial point processes. We combine this result with Stein's method to deduce rates of a normal approximation for W-lambda as lambda -> infinity Our general results establish variance asymptotics and central limit theorems for statistics of random geometric and related Euclidean graphs on Gibbsian input. We also establish a similar limit theory for claim sizes of insurance models with Gibbsian input, the number of maximal points of a Gibbsian sample, and the size of spatial birth growth models with Gibbsian input.
引用
收藏
页码:934 / 972
页数:39
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