Normal approximation for associated point processes via Stein's method with applications to determinantal point processes (Q2325926)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 7113581
Language Label Description Also known as
default for all languages
No label defined
    English
    Normal approximation for associated point processes via Stein's method with applications to determinantal point processes
    scientific article; zbMATH DE number 7113581

      Statements

      Normal approximation for associated point processes via Stein's method with applications to determinantal point processes (English)
      0 references
      4 October 2019
      0 references
      Let \(X\) be a (positively or negatively) associated point process on \(\mathbb{R}^d\). Under some relatively mild boundedness, and similar, conditions, the author establishes an explicit bound in Wasserstein (or \(L^1\)) distance in the central limit theorem for functionals of \(X\). More specifically, letting \(f_{\mathbf{i}}\) be real-valued, measurable functions for \(\mathbf{i}\in\mathbb{Z}^d\), define \[ S_{\mathbf{k}}^n=\sum_{\mathbf{i}\in B_{\mathbf{k}}^n}[f_{\mathbf{i}}(X\cap C_{\mathbf{i}})-\mathbb{E}f_{\mathbf{i}}(X\cap C_{\mathbf{i}})]\,, \] where \(C_{\mathbf{i}}\) is the \(d\)-dimensional unit cube centred at \(\mathbf{i}\), \[ B_{\mathbf{k}}^n=\left\{\mathbf{i}\in\mathbb{Z}^d : \mathbf{k} \leq \mathbf{i} < \mathbf{k} + n\mathbf{1} \right\}\,, \] \(\mathbf{1}=(1,1,\ldots,1)\), and where inequalities are interpreted componentwise. The main result of the present paper is an explicit bound, with rate \(n^{-d/(4d+2)}\), on the Wasserstein distance between \(S_{\mathbf{k}}^n/\mbox{Var}(S_{\mathbf{k}}^n)\) and a standard Gaussian random variable. This result is applied to determinantal point processes, which are known to be negatively associated, with special attention given to the Laguerre-Gaussian family of determinantal point processes. The proof of the main result uses Stein's method for Gaussian approximation, and exploits connections between association and \(\alpha\)-mixing.
      0 references
      0 references
      Stein's method
      0 references
      association
      0 references
      point processes
      0 references
      \(\alpha\)-mixing
      0 references
      Laguerre-Gaussian
      0 references
      0 references
      0 references
      0 references

      Identifiers

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