5,957 research outputs found
Laws of large numbers in stochastic geometry with statistical applications
Given independent random marked -vectors (points) distributed
with a common density, define the measure , where is
a measure (not necessarily a point measure) which stabilizes; this means that
is determined by the (suitably rescaled) set of points near . For
bounded test functions on , we give weak and strong laws of large
numbers for . The general results are applied to demonstrate that an
unknown set in -space can be consistently estimated, given data on which
of the points lie in , by the corresponding union of Voronoi cells,
answering a question raised by Khmaladze and Toronjadze. Further applications
are given concerning the Gamma statistic for estimating the variance in
nonparametric regression.Comment: Published in at http://dx.doi.org/10.3150/07-BEJ5167 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
Mathematics of random growing interfaces
We establish a thermodynamic limit and Gaussian fluctuations for the height
and surface width of the random interface formed by the deposition of particles
on surfaces. The results hold for the standard ballistic deposition model as
well as the surface relaxation model in the off-lattice setting. The results
are proved with the aid of general limit theorems for stabilizing functionals
of marked Poisson point processes.Comment: 12 page
Poisson process Fock space representation, chaos expansion and covariance inequalities
We consider a Poisson process on an arbitrary measurable space with an
arbitrary sigma-finite intensity measure. We establish an explicit Fock space
representation of square integrable functions of . As a consequence we
identify explicitly, in terms of iterated difference operators, the integrands
in the Wiener-Ito chaos expansion. We apply these results to extend well-known
variance inequalities for homogeneous Poisson processes on the line to the
general Poisson case. The Poincare inequality is a special case. Further
applications are covariance identities for Poisson processes on (strictly)
ordered spaces and Harris-FKG-inequalities for monotone functions of .Comment: 25 page
Normal approximation for coverage models over binomial point processes
We give error bounds which demonstrate optimal rates of convergence in the
CLT for the total covered volume and the number of isolated shapes, for
germ-grain models with fixed grain radius over a binomial point process of
points in a toroidal spatial region of volume . The proof is based on
Stein's method via size-biased couplings.Comment: Published in at http://dx.doi.org/10.1214/09-AAP634 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Exact and approximate results for deposition and annihilation processes on graphs
We consider random sequential adsorption processes where the initially empty
sites of a graph are irreversibly occupied, in random order, either by monomers
which block neighboring sites, or by dimers. We also consider a process where
initially occupied sites annihilate their neighbors at random times. We verify
that these processes are well defined on infinite graphs, and derive forward
equations governing joint vacancy/occupation probabilities. Using these, we
derive exact formulae for occupation probabilities and pair correlations in
Bethe lattices. For the blocking and annihilation processes we also prove
positive correlations between sites an even distance apart, and for blocking we
derive rigorous lower bounds for the site occupation probability in lattices,
including a lower bound of 1/3 for Z^2. We also give normal approximation
results for the number of occupied sites in a large finite graph.Comment: Published at http://dx.doi.org/10.1214/105051604000000765 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
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