Central limit theorems for Poisson hyperplane tessellations

被引:24
|
作者
Heinrich, Lothar [1 ]
Schmidt, Hendrik
Schimidt, Volker
机构
[1] Univ Augsburg, Inst Math, D-86135 Augsburg, Germany
[2] Univ Ulm, Dept Stochast, D-89069 Ulm, Germany
来源
ANNALS OF APPLIED PROBABILITY | 2006年 / 16卷 / 02期
关键词
Poisson hyperplane process; point process; k-flat intersection process; U-statistic; Hoeffding's decomposition; central limit theorem; confidence interval; long-range dependence;
D O I
10.1214/105051606000000033
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
We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in R-d. This result generalizes all earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998) 640-656] for intersection points of rnotion-invariany Poisson line processes in R-2. Our proof is based oil Hoeffding's decomposition of U-statistics which seems to be more efficient and adequate to tackle the higher-dimensional case than the "method of moments" used in [Adv. in Appl. Probab. 30 (1998) 640-656] to treat the case d = 2. Moreover we extend our central limit theorem in several directions. First we consider k-flat processes induced by Poisson hyperplane processes in Rd for 0 <= k <= d - 1. Second we derive (asymptotic) confidence intervals for the intensities of these k-flat processes and third, we prove multivariate central limit theorems for the d-dimensional joint vectors Of numbers of k-flats and their k-volumes. respectively. ill all increasing spherical region.
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页码:919 / 950
页数:32
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