A general study of extremes of stationary tessellations with applications

نویسنده

  • Nicolas Chenavier
چکیده

Let m be a random tessellation in R observed in a bounded Borel subset W and f(·) be a measurable function defined on the set of convex bodies. To each cell C of m we associate a point z(C) which is the nucleus of C. Applying f(·) to all the cells of m, we investigate the order statistics of f(C) over all cells C ∈ m with nucleus in Wρ = ρ1/dW when ρ goes to infinity. Under a strong mixing property and a local condition on m and f(·), we show a general theorem which reduces the study of the order statistics to the random variable f(C) where C is the typical cell of m. The proof is deduced from a Poisson approximation on a dependency graph via the Chen-Stein method. We obtain that the point process { (ρ−1/dz(C), a−1 ρ (f(C)− bρ)), C ∈ m, z(C) ∈Wρ } , where aρ > 0 and bρ are two suitable functions depending on ρ, converges to a non-homogeneous Poisson point process. Several applications of the general theorem are derived in the particular setting of Poisson-Voronoi and Poisson-Delaunay tessellations and for different functions f(·) such as the inradius, the circumradius, the area, the volume of the Voronoi flower and the distance to the farthest neighbor. When the local condition does not hold and the normalized maximum converges, the asymptotic behaviour depends on two quantities that are the distribution function of f(C) and a constant θ ∈ [0, 1] which is the so-called extremal index.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process

In this article, we propose a numerical algorithm for computing price of discrete single and double barrier option under the emph{Black-Scholes} model. In virtue of some general transformations, the partial differential equations of option pricing in different monitoring dates are converted into simple diffusion equations. The present method is fast compared to alterna...

متن کامل

Wiener, Szeged and vertex PI indices of regular tessellations

A lot of research and various techniques have been devoted for finding the topological descriptor Wiener index, but most of them deal with only particular cases. There exist three regular plane tessellations, composed of the same kind of regular polygons namely triangular, square, and hexagonal. Using edge congestion-sum problem, we devise a method to compute the Wiener index and demonstrate th...

متن کامل

Clt S for Poisson Hyperplane Tessellations

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in R d. This result generalizes an earlier one proved by Paroux [Adv. for intersection points of motion-invariant Poisson line processes in R 2. Our proof is based on Hoeffd-ing's decomposition of U-statistics which seems to be more efficient and adequate to tackle...

متن کامل

Distributional properties of the typical cell of stationary iterated tessellations

Distributional properties are considered of the typical cell of stationary iterated tessellations (SIT), which are generated by stationary Poisson-Voronoi tessellations (SPVT) and stationary Poisson line tessellations (SPLT), respectively. Using Neveu’s exchange formula, the typical cell of SIT can be represented by those cells of its component tessellation hitting the typical cell of its initi...

متن کامل

Strong mixing property for STIT tessellations

The so-called STIT tessellations form the class of homogeneous (spatially stationary) tessellations of R which are stable under the nesting/iteration operation. In this paper, we establish the strong mixing property for these tessellations and give the optimal form of the rate of decay for the quantity |P(A ∩ Y = ∅, ThB ∩ Y = ∅) − P(A ∩ Y = ∅)P(B ∩ Y = ∅)| when A and B are two compact sets, h a...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013