Normal approximation in total variation for statistics in geometric probability

DOI10.1017/APR.2023.15MaRDI QIDQ6119930zbMATH OpenOpenAlexFDO

Authors Tianshu Cong, Aihua Xia

Publication date 20 February 2024

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

Full work available at URL https://arxiv.org/abs/2011.07781

zbMATH Keywords

Berry-Esseen boundnon-singular distributionStein's methodtotal variation distance

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Asymptotic distribution theory in statistics (62E20)

Abstract: We use Stein's method to establish the rates of normal approximation in terms of the total variation distance for a large class of sums of score functions of marked Poisson point processes on $mathbb{R}^d$. As in the study under the weaker Kolmogorov distance, the score functions are assumed to satisfy stabilizing and moment conditions. At the cost of an additional non-singularity condition for score functions, we show that the rates are in line with those under the Kolmogorov distance. We demonstrate the use of the theorems in four applications: Voronoi tessellation, $k$-nearest neighbours, timber volume and maximal layers.

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Cited in

(1)

• A flexible approach for normal approximation of geometric and topological statistics

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