Gaussian approximation for functionals of Gibbs particle processes

DOI10.14736/KYB-2018-4-0765MaRDI QIDQ4558751zbMATH OpenOpenAlexFDO

Authors Daniela Flimmel, Viktor Beneš

Publication date 29 November 2018

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.06872

zbMATH Keywords

innovationWasserstein distanceasymptotics of functionalsstationary Gibbs particle process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geometric probability and stochastic geometry (60D05)

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.

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Cited in

(6)

• Structural properties of Gibbsian point processes in abstract spaces
• Normal approximation for statistics of Gibbsian input in geometric probability
• Decorrelation of a class of Gibbs particle processes and asymptotic properties of \(U\)-statistics
• On a CLT for Gibbs fields and its functional version.
• Disagreement percolation for Gibbs ball models
• Functional Gaussian Approximation for Dependent Structures

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