Multivariate normal approximation in geometric probability

نویسندگان

  • Mathew D. Penrose
  • Andrew R. Wade
چکیده

x ξxδx where the sum is over points x of a Poisson point process of intensity λ on a bounded region in d-space, and ξx is a functional determined by the Poisson points near to x, i.e. satisfying an exponential stabilization condition, along with a moments condition (examples include statistics for proximity graphs, germ-grain models and random sequential deposition models). A known general result says the μλ-measures (suitably scaled and centred) of disjoint sets in Rd are asymptotically independent normals as λ → ∞; here we give an O(λ−1/(2d+ε)) bound on the rate of convergence. We illustrate our result with an explicit multivariate central limit theorem for the nearest-neighbour graph on Poisson points on a finite collection of disjoint intervals.

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تاریخ انتشار 2007