Normal approximation for stabilizing functionals

Abstract : We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance for a large class of geometric functionals of marked Poisson and binomial point processes on general metric spaces. The rates are valid whenever the geometric functional is expressible as a sum of exponentially stabilizing score functions satisfying a moment condition. By incorporating stabilization methods into the Malliavin-Stein theory, we obtain rates of normal approximation for sums of stabilizing score functions which either improve upon existing rates or are the first of their kind. Our general rates hold for functionals of marked input on spaces more general than full-dimensional subsets of ℝd, including m-dimensional Riemannian manifolds, m≤d. We use the general results to deduce improved and new rates of normal convergence for several functionals in stochastic geometry, including those whose variances re-scale as the volume or the surface area of an underlying set. In particular, we improve upon rates of normal convergence for the k-face and ith intrinsic volume functionals of the convex hull of Poisson and binomial random samples in a smooth convex body in dimension d≥2. We also provide improved rates of normal convergence for statistics of nearest neighbors graphs and high-dimensional data sets, the number of maximal points in a random sample, estimators of surface area and volume arising in set approximation via Voronoi tessellations, and clique counts in generalized random geometric graphs.
Type de document :
Pré-publication, Document de travail
MAP5 2017-19. 2017
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https://hal.archives-ouvertes.fr/hal-01532148
Contributeur : Raphael Lachieze-Rey <>
Soumis le : vendredi 2 juin 2017 - 15:08:47
Dernière modification le : dimanche 4 juin 2017 - 01:05:44

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  • HAL Id : hal-01532148, version 1
  • ARXIV : 1702.00726

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Citation

Raphaël Lachièze-Rey, Matthias Schulte, J. E. Yukich. Normal approximation for stabilizing functionals. MAP5 2017-19. 2017. <hal-01532148>

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