Limit theorems for some polynomial statistics of the Poisson process (Q1897264)

From MaRDI portal





scientific article; zbMATH DE number 790352
Language Label Description Also known as
default for all languages
No label defined
    English
    Limit theorems for some polynomial statistics of the Poisson process
    scientific article; zbMATH DE number 790352

      Statements

      Limit theorems for some polynomial statistics of the Poisson process (English)
      0 references
      30 June 1996
      0 references
      The central limit theorem and a theorem on large deviations are established for the distribution of a \(U\)-statistic of an inhomogeneous Poisson process \(X(t)\), \(0 \leq t \leq T\), as \(T \to \infty\). The proofs make use of formulas for the cumulants for this statistic and a general lemma of large deviations due to Saulis and Statulevičius.
      0 references
      stochastic integral
      0 references
      central limit theorem
      0 references
      large deviations
      0 references
      Poisson process
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references