Gaussian approximation for sums of region-stabilizing scores

DOI10.1214/22-EJP832MaRDI QIDQ2082671zbMATH OpenOpenAlexFDO

Authors Chinmoy Bhattacharjee, Ilya S. Molchanov

Publication date 4 October 2022

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

Full work available at URL https://arxiv.org/abs/2101.05103, https://projecteuclid.org/journals/electronic-journal-of-probability/volume-27/issue-none/Gaussian-approximation-for-sums-of-region-stabilizing-scores/10.1214/22-EJP832.full

zbMATH Keywords

central limit theoremminimal pointsPoisson processstabilizationStein's method

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)

Abstract: We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on the rate of convergence in the Wasserstein and the Kolmogorov distances. While such results have previously been shown in Lachi`eze-Rey, Schulte and Yukich (2019), we extend the applicability by relaxing some conditions assumed there and provide further insight into the results. This is achieved by working with stabilization regions that may differ from balls of random radii commonly used in the literature concerning stabilizing functionals. We also allow for non-diffuse intensity measures and unbounded scores, which are useful in some applications. As our main application, we consider the Gaussian approximation of number of minimal points in a homogeneous Poisson process in $[0,1{]}^d$ with $dge2$, and provide a presumably optimal rate of convergence.

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Cited in

(5)

• Normal approximation for stabilizing functionals
• Poisson process approximation under stabilization and Palm coupling
• On the rate of normal approximation for Poisson continuum percolation
• Central limit theorem for a birth-growth model with Poisson arrivals and random growth speed
• Gaussian and bootstrap approximation for matching-based average treatment effect estimators

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