Rates of multivariate normal approximation for statistics in geometric probability (Q6103976)
From MaRDI portal
scientific article; zbMATH DE number 7692268
Language | Label | Description | Also known as |
---|---|---|---|
English | Rates of multivariate normal approximation for statistics in geometric probability |
scientific article; zbMATH DE number 7692268 |
Statements
Rates of multivariate normal approximation for statistics in geometric probability (English)
0 references
5 June 2023
0 references
The authors use stabilization methods and second-order Poincaré inequalities to obtain quantitative central limit theorems for multivariate functionals of Poisson point processes with large intensities. The functional of interest are expressed as sums of score functions which are exponentially stabilizing and satisfy a suitable moment condition. The rates are given in several metrics between multivariate distributions and are shown to be optimal. The obtained general results are applied to deduce rates of multivariate normal convergence for statistics arising in random graphs and topological data analysis as well as for multivariate statistics used to test the equality of distributions.
0 references
multivariate normal approximation
0 references
stabilization
0 references
multivariate statistics in geometric probability
0 references
random Euclidean graphs
0 references
stochastic geometry
0 references
0 references
0 references
0 references
0 references