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Functional poisson approximation in kantorovich-rubinstein distance with applications to u-statistics and stochastic geometry

  • Institute of Meteorology and Climate Research
  • Ruhr-University Bochum

Research output: Contribution to journalArticlepeer-review

Abstract

A Poisson or a binomial process on an abstract state space and a symmetric function f acting on k-tuples of its points are considered. They induce a point process on the target space of f. The main result is a functional limit theorem which provides an upper bound for an optimal transportation distance between the image process and a Poisson process on the target space. The technical background are a version of Stein's method for Poisson process approximation, a Glauber dynamics representation for the Poisson process and the Malliavin formalism. As applications of the main result, error bounds for approximations of U-statistics by Poisson, compound Poisson and stable random variables are derived, and examples from stochastic geometry are investigated.

Original languageEnglish
Pages (from-to)2147-2197
Number of pages51
JournalAnnals of Probability
Volume44
Issue number3
DOIs
Publication statusPublished - 1 Jan 2016

Keywords

  • Binomial process
  • Configuration space
  • Functional limit theorem
  • Glauber dynamics
  • Kantorovich-rubinstein distance
  • Malliavin formalism
  • Poisson process
  • Stein's method
  • Stochastic geometry
  • U-statistics

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