Rate of Poisson approximation for nearest neighbor counts in large-dimensional Poisson point processes

2014 ◽  
Vol 92 ◽  
pp. 143-147
Author(s):  
Yi-Ching Yao
2012 ◽  
Vol 44 (01) ◽  
pp. 21-41 ◽  
Author(s):  
Srikanth K. Iyer ◽  
D. Yogeshwaran

Given two independent Poisson point processes Φ(1), Φ(2) in , the AB Poisson Boolean model is the graph with the points of Φ(1) as vertices and with edges between any pair of points for which the intersection of balls of radius 2r centered at these points contains at least one point of Φ(2). This is a generalization of the AB percolation model on discrete lattices. We show the existence of percolation for all d ≥ 2 and derive bounds for a critical intensity. We also provide a characterization for this critical intensity when d = 2. To study the connectivity problem, we consider independent Poisson point processes of intensities n and τn in the unit cube. The AB random geometric graph is defined as above but with balls of radius r. We derive a weak law result for the largest nearest-neighbor distance and almost-sure asymptotic bounds for the connectivity threshold.


2012 ◽  
Vol 44 (1) ◽  
pp. 21-41 ◽  
Author(s):  
Srikanth K. Iyer ◽  
D. Yogeshwaran

Given two independent Poisson point processes Φ(1), Φ(2) in , the AB Poisson Boolean model is the graph with the points of Φ(1) as vertices and with edges between any pair of points for which the intersection of balls of radius 2r centered at these points contains at least one point of Φ(2). This is a generalization of the AB percolation model on discrete lattices. We show the existence of percolation for all d ≥ 2 and derive bounds for a critical intensity. We also provide a characterization for this critical intensity when d = 2. To study the connectivity problem, we consider independent Poisson point processes of intensities n and τn in the unit cube. The AB random geometric graph is defined as above but with balls of radius r. We derive a weak law result for the largest nearest-neighbor distance and almost-sure asymptotic bounds for the connectivity threshold.


2020 ◽  
pp. 1-14
Author(s):  
SHOTA OSADA

Abstract We prove the Bernoulli property for determinantal point processes on $ \mathbb{R}^d $ with translation-invariant kernels. For the determinantal point processes on $ \mathbb{Z}^d $ with translation-invariant kernels, the Bernoulli property was proved by Lyons and Steif [Stationary determinantal processes: phase multiplicity, bernoullicity, and domination. Duke Math. J.120 (2003), 515–575] and Shirai and Takahashi [Random point fields associated with certain Fredholm determinants II: fermion shifts and their ergodic properties. Ann. Probab.31 (2003), 1533–1564]. We prove its continuum version. For this purpose, we also prove the Bernoulli property for the tree representations of the determinantal point processes.


2020 ◽  
Vol 57 (4) ◽  
pp. 1298-1312
Author(s):  
Martin Dirrler ◽  
Christopher Dörr ◽  
Martin Schlather

AbstractMatérn hard-core processes are classical examples for point processes obtained by dependent thinning of (marked) Poisson point processes. We present a generalization of the Matérn models which encompasses recent extensions of the original Matérn hard-core processes. It generalizes the underlying point process, the thinning rule, and the marks attached to the original process. Based on our model, we introduce processes with a clear interpretation in the context of max-stable processes. In particular, we prove that one of these processes lies in the max-domain of attraction of a mixed moving maxima process.


2002 ◽  
Vol 34 (1) ◽  
pp. 223-240 ◽  
Author(s):  
A. D. Barbour ◽  
S. Y. Novak ◽  
A. Xia

Empirical point processes of exceedances play an important role in extreme value theory, and their limiting behaviour has been extensively studied. Here, we provide explicit bounds on the accuracy of approximating an exceedance process by a compound Poisson or Poisson cluster process, in terms of a Wasserstein metric that is generally more suitable for the purpose than the total variation metric. The bounds only involve properties of the finite, empirical sequence that is under consideration, and not of any limiting process. The argument uses Bernstein blocks and Lindeberg's method of compositions.


1988 ◽  
Vol 25 (A) ◽  
pp. 175-184 ◽  
Author(s):  
A. D. Barbour

Stein's method of obtaining rates of convergence, well known in normal and Poisson approximation, is considered here in the context of approximation by Poisson point processes, rather than their one-dimensional distributions. A general technique is sketched, whereby the basic ingredients necessary for the application of Stein's method may be derived, and this is applied to a simple problem in Poisson point process approximation.


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