Poisson approximation with applications to stochastic geometry

DOI10.1214/21-EJP723MaRDI QIDQ2076617zbMATH OpenFDO

Authors Federico Pianoforte, Matthias Schulte

Publication date 22 February 2022

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

Full work available at URL https://arxiv.org/abs/2104.02528

zbMATH Keywords

\(U\)-statisticsextremesPoisson approximationstochastic geometryrunssize-bias couplingexponential approximationChen-Stein methodPoisson-Voronoi tessellations

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05)

Abstract: This article compares the distributions of integer-valued random variables and Poisson random variables. It considers the total variation and the Wasserstein distance and provides, in particular, explicit bounds on the pointwise difference between the cumulative distribution functions. Special attention is dedicated to estimating the difference when the cumulative distribution functions are evaluated at 0. This permits to approximate the minimum (or maximum) of a collection of random variables by a suitable random variable in the Kolmogorov distance. The main theoretical results are obtained by combining the Chen-Stein method with size-bias coupling and a generalization of size-bias coupling for integer-valued random variables developed herein. A wide variety of applications are then discussed with a focus on stochastic geometry.

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• Large nearest neighbour balls in hyperbolic stochastic geometry
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