U-statistics in stochastic geometry

Raphaël Lachièze-Rey 1 Matthias Reitzner 2
2 Institut für Mathematik
FB6/Institut für Mathematik - Institut für Mathematik [Osnabrück]
Abstract : This survey will appear as a chapter of the forthcoming book [19]. A U-statistic of order $k$ with kernel $f:\X^k \to \R^d$ over a Poisson process is defined in \cite{ReiSch11} as$$ \sum_{x_1, \dots , x_k \in \eta^k_{\neq}} f(x_1, \dots, x_k) $$ under appropriate integrability assumptions on $f$. U-statistics play an important role in stochastic geometry since many interesting functionals can be written as U-statistics, like intrinsic volumes of intersection processes, characteristics of random geometric graphs, volumes of random simplices, and many others, see for instance \cite{ LacPec13, LPST,ReiSch11}. It turns out that the Wiener-Ito chaos expansion of a U-statistic is finite and thus Malliavin calculus is a particularly suitable method. Variance estimates, the approximation of the covariance structure and limit theorems which have been out of reach for many years can be derived. In this chapter we state the fundamental properties of U-statistics and investigate moment formulae. The main object of the chapter is to introduce the available limit theorems.
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  • HAL Id : hal-01120915, version 2
  • ARXIV : 1503.00110

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Raphaël Lachièze-Rey, Matthias Reitzner. U-statistics in stochastic geometry. G. Peccati and M. Reitzner. Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry, 7 (1), Springer International Publishing, 2016, Bocconi & Springer Series, 978-3-319-05232-8. 〈hal-01120915v2〉

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