Gaussian approximation for functionals of Gibbs particle processes
Kybernetika, Tome 54 (2018) no. 4, pp. 765-777
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library
In the paper asymptotic properties of functionals of stationary Gibbs particle processes are derived. Two known techniques from the point process theory in the Euclidean space $\mathbb{R}^d$ are extended to the space of compact sets on $\mathbb{R}^d$ equipped with the Hausdorff metric. First, conditions for the existence of the stationary Gibbs point process with given conditional intensity have been simplified recently. Secondly, the Malliavin-Stein method was applied to the estimation of Wasserstein distance between the Gibbs input and standard Gaussian distribution. We transform these theories to the space of compact sets and use them to derive a Gaussian approximation for functionals of a planar Gibbs segment process.
In the paper asymptotic properties of functionals of stationary Gibbs particle processes are derived. Two known techniques from the point process theory in the Euclidean space $\mathbb{R}^d$ are extended to the space of compact sets on $\mathbb{R}^d$ equipped with the Hausdorff metric. First, conditions for the existence of the stationary Gibbs point process with given conditional intensity have been simplified recently. Secondly, the Malliavin-Stein method was applied to the estimation of Wasserstein distance between the Gibbs input and standard Gaussian distribution. We transform these theories to the space of compact sets and use them to derive a Gaussian approximation for functionals of a planar Gibbs segment process.
DOI :
10.14736/kyb-2018-4-0765
Classification :
60D05, 60G55
Keywords: asymptotics of functionals; innovation; stationary Gibbs particle process; Wasserstein distance
Keywords: asymptotics of functionals; innovation; stationary Gibbs particle process; Wasserstein distance
@article{10_14736_kyb_2018_4_0765,
author = {Flimmel, Daniela and Bene\v{s}, Viktor},
title = {Gaussian approximation for functionals of {Gibbs} particle processes},
journal = {Kybernetika},
pages = {765--777},
year = {2018},
volume = {54},
number = {4},
doi = {10.14736/kyb-2018-4-0765},
mrnumber = {3863255},
zbl = {06987033},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-4-0765/}
}
TY - JOUR AU - Flimmel, Daniela AU - Beneš, Viktor TI - Gaussian approximation for functionals of Gibbs particle processes JO - Kybernetika PY - 2018 SP - 765 EP - 777 VL - 54 IS - 4 UR - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-4-0765/ DO - 10.14736/kyb-2018-4-0765 LA - en ID - 10_14736_kyb_2018_4_0765 ER -
Flimmel, Daniela; Beneš, Viktor. Gaussian approximation for functionals of Gibbs particle processes. Kybernetika, Tome 54 (2018) no. 4, pp. 765-777. doi: 10.14736/kyb-2018-4-0765
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