发散半空间上局部U-统计量的中心极限定理和渐近独立性

IF 1.5 2区 数学 Q2 STATISTICS & PROBABILITY
Bernoulli Pub Date : 2022-07-22 DOI:10.3150/23-bej1583
A. Thomas
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引用次数: 0

摘要

我们考虑了Poisson过程$-$的一类局部$U$-统计量的随机行为,其中包括子图和单纯形计数作为特例,并且相当于量化了位于发散半空间中的点云的聚类行为$-$。我们给出了具有轻尾和重尾分布的极限定理。特别地,我们证明了有限维中心极限定理。在轻尾的情况下,我们研究的尾部衰减速度至少与指数一样慢,至少与高斯一样快。这些结果还提供了一个推论,即在不同角度发散的半空间的$U$-统计量是渐近独立的,并且重尾密度不存在渐近独立性。利用结合Stein方法和Malliavin微积分的最新突破得出的最先进的边界,我们用Kolmogorov距离来量化这种收敛速度。我们还研究了条件位于发散半空间中的泊松过程的局部$U$-统计量的行为,并展示了密度尾部越轻,Kolmogorov距离的收敛速度是如何更快的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Central limit theorems and asymptotic independence for local U-statistics on diverging halfspaces
We consider the stochastic behavior of a class of local $U$-statistics of Poisson processes$-$which include subgraph and simplex counts as special cases, and amounts to quantifying clustering behavior$-$for point clouds lying in diverging halfspaces. We provide limit theorems for distributions with light and heavy tails. In particular, we prove finite-dimensional central limit theorems. In the light tail case we investigate tails that decay at least as slow as exponential and at least as fast as Gaussian. These results also furnish as a corollary that $U$-statistics for halfspaces diverging at different angles are asymptotically independent, and that there is no asymptotic independence for heavy-tailed densities. Using state-of-the-art bounds derived from recent breakthroughs combining Stein's method and Malliavin calculus, we quantify the rate of this convergence in terms of Kolmogorov distance. We also investigate the behavior of local $U$-statistics of a Poisson Process conditioned to lie in diverging halfspace and show how the rate of convergence in the Kolmogorov distance is faster the lighter the tail of the density is.
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来源期刊
Bernoulli
Bernoulli 数学-统计学与概率论
CiteScore
3.40
自引率
0.00%
发文量
116
审稿时长
6-12 weeks
期刊介绍: BERNOULLI is the journal of the Bernoulli Society for Mathematical Statistics and Probability, issued four times per year. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work. BERNOULLI will publish: Papers containing original and significant research contributions: with background, mathematical derivation and discussion of the results in suitable detail and, where appropriate, with discussion of interesting applications in relation to the methodology proposed. Papers of the following two types will also be considered for publication, provided they are judged to enhance the dissemination of research: Review papers which provide an integrated critical survey of some area of probability and statistics and discuss important recent developments. Scholarly written papers on some historical significant aspect of statistics and probability.
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