Gaussian approximation for sums of region-stabilizing scores
نویسندگان
چکیده
We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums region-stabilizing (determined by points within some specified regions) score functions and provide bound on rate convergence in Wasserstein Kolmogorov distances. While such results have previously been shown Lachièze-Rey, Schulte Yukich (2019), we extend applicability relaxing conditions assumed there further insight into results. This is achieved working with stabilization regions may differ from balls random radii commonly used literature concerning stabilizing functionals. also allow non-diffuse intensity measures unbounded scores, which useful applications. As our main application, number minimal homogeneous [0,1]dwith d≥2, presumably optimal convergence.
منابع مشابه
Normal approximation for random sums
In this paper, we adapt the very effective Berry–Esseen theorems of Chen and Shao (2004), which apply to sums of locally dependent random variables, for use with randomly indexed sums. Our particular interest is in random variables resulting from integrating a random field with respect to a point process. We illustrate the use of our theorems in three examples; in a rather general model of the ...
متن کاملRandom Gaussian sums on trees
Let T be a tree with induced partial order . We investigate centered Gaussian processes X = (X t)t∈T represented as X t = σ(t) ∑ v t α(v)ξv for given weight functions α and σ on T and with (ξv)v∈T i.i.d. standard normal. In a first part we treat general trees and weights and derive necessary and sufficient conditions for the a.s. boundedness of X in terms of compactness properties of (T, d). He...
متن کاملApproximation by exponential sums revisited
Article history: Received 15 May 2009 Accepted 15 August 2009 Available online 2 September 2009 Communicated by Ginette Saracco
متن کاملInvariance Principles for Homogeneous Sums: Universality of Gaussian Wiener Chaos
We compute explicit bounds in the normal and chi-square approximations of multilinear homogenous sums (of arbitrary order) of general centered independent random variables with unit variance. Our techniques combine an invariance principle by Mossel, O’Donnell and Oleszkiewicz with a refinement of some recent results by Nourdin and Peccati, about the approximation of laws of random variables bel...
متن کاملStabilizing polynomial approximation of explicit MPC
A given explicit piecewise affine representation of an MPC feedback law is approximated by a single polynomial, computed using linear programming. This polynomial state feedback control law guarantees closed-loop stability and constraint satisfaction. The polynomial feedback can be implemented in real time even on very simple devices with severe limitations on memory storage.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2022
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/22-ejp832