Concentration inequalities for measures of a Boolean model

MaRDI QIDQ4603439zbMATH OpenFDO

Authors Fabian Gieringer, Günter Last

Publication date 20 February 2018

Full work available at URL https://arxiv.org/abs/1703.04971, http://alea.impa.br/articles/v15/15-07.pdf

zbMATH Keywords

concentration inequalityPoisson processBoolean modelcovariance identity

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geometric probability and stochastic geometry (60D05) Inequalities; stochastic orderings (60E15)

Abstract: We consider a Boolean model $Z$ driven by a Poisson particle process $eta$ on a metric space $mathbbY$. We study the random variable $ho(Z)$, where $ho$ is a (deterministic) measure on $mathbbY$. Due to the interaction of overlapping particles, the distribution of $ho(Z)$ cannot be described explicitly. In this note we derive concentration inequalities for $ho(Z)$. To this end we first prove two concentration inequalities for functions of a Poisson process on a general phase space.

Recommendations

• Concentration inequalities for functionals of Poisson cylinder processes
• Concentration on Poisson spaces via modified -Sobolev inequalities
• Concentration bounds for geometric Poisson functionals: logarithmic Sobolev inequalities revisited
• An almost-Markov-type mixing condition and large deviations for Boolean models on the line
• A concentration inequality for inhomogeneous Neyman-Scott point processes

Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3502485 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A new modified logarithmic Sobolev inequality for Poisson point processes and several applications
• About the constants in Talagrand's concentration inequalities for empirical processes.
• Concentration and deviation inequalities in infinite dimensions via covariance representations
• Concentration bounds for geometric Poisson functionals: logarithmic Sobolev inequalities revisited
• Concentration for norms of infinitely divisible vectors with independent components
• Concentration inequalities using the entropy method
• Covariance identities and inequalities for functionals on Wiener and Poisson spaces
• Dimension free and infinite variance tail estimates on Poisson space
• Large deviations of the empirical volume fraction for stationary Poisson grain models
• Poincaré-type inequalities via stochastic integrals
• Random Fractals Generated by Random Cutouts
• Random processes of Hausdorff rectifiable closet sets
• Remarks on deviation inequalities for functions of infinitely divisible random vectors
• Second-order properties and central limit theorems for geometric functionals of Boolean models
• Stochastic analysis in discrete and continuous settings. With normal martingales.
• Stochastic and Integral Geometry
• Stochastic geometry and its applications

Cited in

(9)

• Second-order properties and central limit theorems for geometric functionals of Boolean models
• Restricted hypercontractivity on the Poisson space
• Database Support for Data Mining Applications
• An almost-Markov-type mixing condition and large deviations for Boolean models on the line
• Mixed measures of convex cylinders and quermass densities of Boolean models
• Concentration inequalities for functionals of Poisson cylinder processes
• Van den Berg-Kesten inequality for the Poisson Boolean model for continuum percolation
• A Consistent Estimate of Parameters of Boolean Models of Random Closed Sets
• Concentration on Poisson spaces via modified -Sobolev inequalities

This page was built for publication: Concentration inequalities for measures of a Boolean model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4603439)