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  • Search: subject:"Poisson process approximation"
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Chen–Stein method 1 Extreme values 1 Geometric probability 1 Integral geometry 1 Limit theorems 1 Malliavin calculus 1 Order statistics 1 Poisson flats 1 Poisson process approximation 1 Poisson space 1 Random polytopes 1 Scaling limit 1 Stochastic geometry 1 U-statistics 1 Wiener–Itô chaos decomposition 1
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Schulte, Matthias 1 Thäle, Christoph 1
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Stochastic Processes and their Applications 1
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The scaling limit of Poisson-driven order statistics with applications in geometric probability
Schulte, Matthias; Thäle, Christoph - In: Stochastic Processes and their Applications 122 (2012) 12, pp. 4096-4120
Let ηt be a Poisson point process of intensity t≥1 on some state space Y and let f be a non-negative symmetric function on Yk for some k≥1. Applying f to all k-tuples of distinct points of ηt generates a point process ξt on the positive real half-axis. The scaling limit of ξt as t tends...
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