Poisson Point Process Convergence and Extreme Values in Stochastic Geometry

DOI10.1007/978-3-319-05233-5_8zbMath1528.60050arXiv1510.00289OpenAlexW2238117203MaRDI QIDQ6067402

Matthias Schulte, Christoph Thäle

Publication date: 17 November 2023

Published in: Stochastic Analysis for Poisson Point Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.00289

zbMATH Keywords

point processconvex bodyPoisson approximationPoisson point processVoronoi tessellation

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

The fourth moment theorem on the Poisson space, The Malliavin–Stein Method on the Poisson Space, Small cells in a Poisson hyperplane tessellation, Asymptotic distributions of covering and separation measures on the hypersphere, The maximal degree in a Poisson-Delaunay graph, Poisson approximation with applications to stochastic geometry

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