Gaussian approximation for functionals of Gibbs particle processes
From MaRDI portal
Publication:4558751
DOI10.14736/KYB-2018-4-0765zbMATH Open1449.60012arXiv1707.06872OpenAlexW2962979308MaRDI QIDQ4558751FDOQ4558751
Authors: Daniela Flimmel, Viktor Beneš
Publication date: 29 November 2018
Published in: Kybernetika (Search for Journal in Brave)
Abstract: In the paper asymptotic properties of functionals of stationary Gibbs particle processes are derived. Two known techniques from the point process theory in the Euclidean space R^d are extended to the space of compact sets on R^d equipped by the Hausdorff metric. First, conditions for the existence of the stationary Gibbs point process with given conditional intensity have been simplified recently. Secondly, the Malliavin-Stein calculus was applied to the estimation of Wasserstein distance between the Gibbs input and standard Gaussian distribution. We transform these theories to the space of compact sets and use them to derive a Gaussian approximation for functionals of a planar Gibbs segment process.
Full work available at URL: https://arxiv.org/abs/1707.06872
Recommendations
- Gaussian functional integrals and Gibbs equilibrium averages
- scientific article; zbMATH DE number 6195890
- scientific article; zbMATH DE number 5984144
- Approximation theory for the simulation of continuous Gaussian processes
- scientific article; zbMATH DE number 3930036
- On a CLT for Gibbs fields and its functional version.
- scientific article; zbMATH DE number 4104156
- Gaussian distributions and applications to stochastic partial differential equations
- Gaussian approximations for transition paths in Brownian dynamics
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geometric probability and stochastic geometry (60D05)
Cited In (5)
- Disagreement percolation for Gibbs ball models
- On a CLT for Gibbs fields and its functional version.
- Structural properties of Gibbsian point processes in abstract spaces
- Functional Gaussian Approximation for Dependent Structures
- Decorrelation of a class of Gibbs particle processes and asymptotic properties of U-statistics
This page was built for publication: Gaussian approximation for functionals of Gibbs particle processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4558751)