Normal approximation for statistics of Gibbsian input in geometric probability

DOI10.1239/AAP/1449859795MaRDI QIDQ2786421zbMATH OpenOpenAlexFDO

Authors Aihua Xia, J. E. Yukich

Publication date 12 February 2016

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.6380, https://projecteuclid.org/euclid.aap/1449859795

zbMATH Keywords

Gibbs point processinsurance modelsmaximal pointsnormal approximationrandom Euclidean graphsspatial birth-growth modelStein's method

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: This paper concerns the asymptotic behavior of a random variable $W_{l}ambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_{l}ambdauparrow{R}^d$. We establish conditions ensuring that $W_{l}ambda$ has volume order fluctuations, that is they coincide with the fluctuations of functionals of Poisson spatial point processes. We combine this result with Stein's method to deduce rates of normal approximation for $W_{l}ambda$, as $lambdaoinfty$. Our general results establish variance asymptotics and central limit theorems for statistics of random geometric and related Euclidean graphs on Gibbsian input. We also establish similar limit theory for claim sizes of insurance models with Gibbsian input, the number of maximal points of a Gibbsian sample, and the size of spatial birth-growth models with Gibbsian input.

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Cited in

(12)

• Palm theory, random measures and Stein couplings
• A functional central limit theorem for the empirical Ripley's \(K\)-function
• Testing goodness of fit for point processes via topological data analysis
• Approximation algorithms for the normalizing constant of Gibbs distributions
• Limit theorems for geometric functionals of Gibbs point processes
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• Persistent homology based goodness-of-fit tests for spatial tessellations
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• On the rate of normal approximation for Poisson continuum percolation
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• Normal approximation for Gibbs processes via disagreement couplings

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