Limit theorems for some polynomial statistics of the Poisson process

DOI10.1007/BF00992616MaRDI QIDQ1897264zbMATH OpenFDO

Authors Aleksandras Plikusas

Publication date 30 June 1996

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00992616

zbMATH Keywords

central limit theoremlarge deviationsPoisson processstochastic integral

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

Review text

The central limit theorem and a theorem on large deviations are established for the distribution of a \(U\)-statistic of an inhomogeneous Poisson process \(X(t)\), \(0 \leq t \leq T\), as \(T \to \infty\). The proofs make use of formulas for the cumulants for this statistic and a general lemma of large deviations due to Saulis and Statulevičius.

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Cited in

(16)

• Limit theorems for global measures of deviation of kernel estimates for the intensity functions of inhomogeneous Poisson processes
• U-statistics of random-size samples and limit theorems for systems of Markovian particles with non-Poisson initial distributions
• Limit theorems for some polynomial statistics of the Poisson process
• \(\ell^{\infty}\) Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences
• Limit distributions of the Pearson statistics for nonhomogeneous polynomial scheme
• Central limit theorems for \(U\)-statistics of Poisson point processes
• The Pólya sum process: limit theorems for conditioned random fields
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• Functional central limit theorems and moderate deviations for Poisson cluster processes
• Moments and central limit theorems for some multivariate Poisson functionals
• Central limit theorems and asymptotic independence for local U-statistics on diverging halfspaces

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