Functionals of spatial point process having density with respect to the Poisson process

MaRDI QIDQ5179068zbMATH OpenFDO

Authors Viktor Beneš, Markéta Zikmundová

Publication date 19 March 2015

Full work available at URL https://arxiv.org/abs/1401.2783, http://www.kybernetika.cz/content/2014/6/896

zbMATH Keywords

\(U\)-statisticscentral limit theoremmomentsPoisson processspatial point processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito chaos expansion. In the second half we obtain more explicit results for a system of U-statistics of some parametric models in stochastic geometry. In the logaritmic form functionals are connected to Gibbs models. There is an inequality between moments of Poisson and non-Poisson functionals in this case, and we have a version of the central limit theorem in the Poisson case.

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Cites work

• Central limit theorems for \(U\)-statistics of Poisson point processes
• scientific article; zbMATH DE number 5152128 (Why is no real title available?)
• scientific article; zbMATH DE number 1912119 (Why is no real title available?)
• Moment formulae for general point processes
• Moments and central limit theorems for some multivariate Poisson functionals
• Multi-dimensional Gaussian fluctuations on the Poisson space
• Poisson process Fock space representation, chaos expansion and covariance inequalities
• Power diagrams and interaction processes for unions of discs
• Stochastic and Integral Geometry
• Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation

Cited in

(6)

• Invariance of Poisson point processes by moment identities with statistical applications
• Interaction processes for unions of facets, the asymptotic behaviour with increasing intensity
• Central limit theorems for \(U\)-statistics of Poisson point processes
• Central limit theorem for Gibbsian \(U\)-statistics of facet processes.
• Approaches to asymptotics for \(U\)-statistics of Gibbs facet processes
• Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry

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