FUNCTIONAL POISSON APPROXIMATION IN KANTOROVICH-RUBINSTEIN DISTANCE WITH APPLICATIONS TO U-STATISTICS AND STOCHASTIC GEOMETRY

被引:30
作者
Decreusefond, Laurent [1 ]
Schulte, Matthias [2 ]
Thaele, Christoph [3 ]
机构
[1] Telecom ParisTech, Rue Barrault 46, F-75634 Paris 13, France
[2] Karlsruhe Inst Technol, Inst Stochast, Dept Math, D-76128 Karlsruhe, Germany
[3] Ruhr Univ Bochum, Fac Math, Na 3-68, D-44780 Bochum, Germany
关键词
Binomial process; configuration space; functional limit theorem; Glauber dynamics; Kantorovich-Rubinstein distance; Malliavin formalism; Poisson process; Stein's method; stochastic geometry; U-statistics; POINT PROCESS-APPROXIMATION; STEINS METHOD; WASSERSTEIN DISTANCE; RANDOM-VARIABLES; BOUNDS; LIMIT; DISTRIBUTIONS; CONVERGENCE; SPACE;
D O I
10.1214/15-AOP1020
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
A Poisson or a binomial process on an abstract state space and a symmetric function f acting on k-tuples of its points are considered. They induce a point process on the target space of f. The main result is a functional limit theorem which provides an upper bound for an optimal transportation distance between the image process and a Poisson process on the target space. The technical background are a version of Stein's method for Poisson process approximation, a Glauber dynamics representation for the Poisson process and the Malliavin formalism. As applications of the main result, error bounds for approximations of U-statistics by Poisson, compound Poisson and stable random variables are derived, and examples from stochastic geometry are investigated.
引用
收藏
页码:2147 / 2197
页数:51
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