Non-Gaussian semi-stable laws arising in sampling of finite point processes

DOI10.3150/14-BEJ686zbMATH Open1398.60070arXiv1602.00869OpenAlexW3100336542MaRDI QIDQ265290FDOQ265290

Authors: Ritwik Chaudhuri, Vladas Pipiras 

Publication date: 1 April 2016

Published in: Bernoulli (Search for Journal in Brave)

Abstract: A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer this size distribution from the observed sizes of sampled point processes, that is, processes obtained by sampling independently the points of i.i.d. realizations of the original point process. A standard nonparametric estimator of the size distribution has already been suggested in the literature, and has been shown to be asymptotically normal under suitable but restrictive assumptions. When these assumptions are not satisfied, it is shown here that the estimator can be attracted to a semi-stable law. The assumptions are discussed in the case of several concrete examples. A major theoretical contribution of this work are new and quite general sufficient conditions for a sequence of i.i.d. random variables to be attracted to a semi-stable law.

Full work available at URL: https://arxiv.org/abs/1602.00869

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zbMATH Keywords

samplingdomain of attractionfinite point processsemi-stable law

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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Cited In (4)

• Probabilistic sampling of finite renewal processes
• Darling-Kac theorem for renewal shifts in the absence of regular variation
• Title not available (Why is that?)
• Regularly log-periodic functions and some applications

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