5,957 research outputs found

    Laws of large numbers in stochastic geometry with statistical applications

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    Given nn independent random marked dd-vectors (points) XiX_i distributed with a common density, define the measure νn=iξi\nu_n=\sum_i\xi_i, where ξi\xi_i is a measure (not necessarily a point measure) which stabilizes; this means that ξi\xi_i is determined by the (suitably rescaled) set of points near XiX_i. For bounded test functions ff on RdR^d, we give weak and strong laws of large numbers for νn(f)\nu_n(f). The general results are applied to demonstrate that an unknown set AA in dd-space can be consistently estimated, given data on which of the points XiX_i lie in AA, 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

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    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

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    We consider a Poisson process η\eta on an arbitrary measurable space with an arbitrary sigma-finite intensity measure. We establish an explicit Fock space representation of square integrable functions of η\eta. 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 η\eta.Comment: 25 page

    Normal approximation for coverage models over binomial point processes

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    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 nn points in a toroidal spatial region of volume nn. 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

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    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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