4.5 Article

LIMIT THEORY FOR GEOMETRIC STATISTICS OF POINT PROCESSES HAVING FAST DECAY OF CORRELATIONS

Journal

ANNALS OF PROBABILITY
Volume 47, Issue 2, Pages 835-895

Publisher

INST MATHEMATICAL STATISTICS
DOI: 10.1214/18-AOP1273

Keywords

Point processes having fast decay of correlations; determinantal point process; permanental point process; Gaussian entire functions; Gibbs' point process; U-statistics; stabilization; difference operators; cumulants; Brillinger mixing; central limit theorem

Funding

  1. DST-INSPIRE faculty award
  2. CPDA from the Indian Statistical Institute
  3. TOPOSYS grant
  4. NSF [DMS-1406410]

Ask authors/readers for more resources

Let P be a simple, stationary point process on R d having fast decay of correlations, that is, its correlation functions factorize up to an additive error decaying faster than any power of the separation distance. Let P-n := P boolean AND W-n be its restriction to windows W-n := [- 1/2n(1/2), 1/2n(1/d)](d) subset of R-d. We consider the statistic := E-n(xi) := Sigma(x is an element of Pn) xi (x, P-n) where xi(x, P-n) denotes a score function representing the interaction of x with respect to P-n. When xi depends on local data in the sense that its radius of stabilization has an exponential tail, we establish expectation asymptotics, variance asymptotics and central limit theorems for and H-n(xi) more generally, for statistics of the re-scaled, possibly signed, 4-weighted point measures mu(xi)(n) := Sigma P-x is an element of(n) xi(x, P-n)delta(-1/d)(n)x, as W-n up arrow R-d. This gives the limit theory for nonlinear geometric statistics (such as clique counts, the number of Morse critical points, intrinsic volumes of the Boolean model and total edge length of the k-nearest neighbors graph) of alpha-determinantal point processes (for -1/alpha is an element of N) having fast decreasing kernels, including the beta-Ginibre ensembles, extending the Gaussian fluctuation results of Soshnikov [Ann. Probab. 30 (2002) 171-187] to nonlinear statistics. It also gives the limit theory for geometric U-statistics of alpha-permanental point processes (for 1/alpha is an element of N) as well as the zero set of Gaussian entire functions, extending the central limit theorems of Nazarov and Sodin [Comm. Math. Phys. 310 (2012) 75-98] and Shirai and Takahashi [J. Funct. Anal. 205 (2003) 414-463], which are also confined to linear statistics. The proof of the central limit theorem relies on a factorial moment expansion originating in [Stochastic Process. Appl. 56 (1995) 321-335; Statist. Probab. Lett. 36 (1997) 299-306] to show the fast decay of the correlations of 4-weighted point measures. The latter property is shown to imply a condition equivalent to Brillinger mixing, and consequently yields the asymptotic normality of pot via an extension of the cumulant method.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.5
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available