Multivariate normal approximation for functionals of random polytopes

DOI10.1007/S10959-020-00985-3MaRDI QIDQ2031017zbMATH OpenOpenAlexFDO

Authors Jens Grygierek

Publication date 8 June 2021

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1904.00881

zbMATH Keywords

\(\mathbf f\)-vectorcentral limit theoremintrinsic volumesmultivariate limit theoremoracle estimatorPoisson point processrandom convex hullrandom polytopestochastic geometryvolume estimation

Mathematics Subject Classification ID

Random convex sets and integral geometry (aspects of convex geometry) (52A22) Combinatorial properties of polytopes and polyhedra (number of faces, shortest paths, etc.) (52B05) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05)

Abstract: Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional and the intrinsic volumes of this random polytope. Additionally we derive a central limit theorem for the oracle estimator, that is an unbiased an minimal variance estimator for the volume of a convex set. Finally we obtain a multivariate limit theorem for the intrinsic volumes and the components of the $mathbff$-vector of the random polytope.

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Cited in

(7)

• Estimating support functions of random polytopes via Orlicz norms
• Derivatives of probability functions: unions of polyhedra and elliptical distributions
• Rates of multivariate normal approximation for statistics in geometric probability
• Poisson hulls
• Central limit theorems for random boundary polytopes
• Variance asymptotics and scaling limits for Gaussian polytopes
• Poisson polytopes

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