The scaling limit of Poisson-driven order statistics with applications in geometric probability

DOI10.1016/j.spa.2012.08.011zbMath1262.60031arXiv1201.5282MaRDI QIDQ713218

Christoph Thäle, Matthias Schulte

Publication date: 26 October 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.5282

zbMATH Keywords

order statistics; extreme values; Malliavin calculus; scaling limit; stochastic geometry; U-statistics; integral geometry; limit theorems; Poisson space; random polytopes; geometric probability; Poisson process approximation; Chen-Stein method; Poisson flats; Wiener-Itô chaos decomposition

Mathematics Subject Classification ID

60D05: Geometric probability and stochastic geometry

62G32: Statistics of extreme values; tail inference

60H07: Stochastic calculus of variations and the Malliavin calculus

60F17: Functional limit theorems; invariance principles

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

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