Self-crossing points of a line segment process

DOI10.1007/S11009-012-9315-6MaRDI QIDQ479136zbMATH OpenOpenAlexFDO

Authors Z. Pawlas

Publication date 5 December 2014

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-012-9315-6

zbMATH Keywords

central limit theoremasymptotic variancePoisson processabsolute regularity coefficientindependent markingintensity of intersectionssegment process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 5595965 (Why is no real title available?)
• scientific article; zbMATH DE number 4128265 (Why is no real title available?)
• scientific article; zbMATH DE number 2113681 (Why is no real title available?)
• An Introduction to the Theory of Point Processes
• Central limit theorem for a class of random measures associated with germ-grain models
• Central limit theorems for \(U\)-statistics of Poisson point processes
• Comparison of length-intensity estimators for segment processes
• Fine Gaussian fluctuations on the Poisson space. II: Rescaled kernels, marked processes and geometric \(U\)-statistics
• Normal approximation for some mean-value estimates of absolutely regular tessellations
• On estimating the asymptotic variance of stationary point processes
• On the central limit theorem for the stationary Poisson process of compact sets
• Some properties of line segment processes
• Stochastic and Integral Geometry

Cited in

(3)

• Interaction processes for unions of facets, the asymptotic behaviour with increasing intensity
• Planar segment processes with reference mark distributions, modeling and estimation
• Hitting straight lines by compound Poisson process paths

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