Open Access
April 2019 Normal approximation for stabilizing functionals
Raphaël Lachièze-Rey, Matthias Schulte, J. E. Yukich
Ann. Appl. Probab. 29(2): 931-993 (April 2019). DOI: 10.1214/18-AAP1405
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 $\mathbb{R}^{d}$, including $m$-dimensional Riemannian manifolds, $m\leq d$. 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 $i$th intrinsic volume functionals of the convex hull of Poisson and binomial random samples in a smooth convex body in dimension $d\geq 2$. 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.

References

1.

[1] Avram, F. and Bertsimas, D. (1993). On central limit theorems in geometrical probability. Ann. Appl. Probab. 3 1033–1046. 0784.60015 10.1214/aoap/1177005271 euclid.aoap/1177005271[1] Avram, F. and Bertsimas, D. (1993). On central limit theorems in geometrical probability. Ann. Appl. Probab. 3 1033–1046. 0784.60015 10.1214/aoap/1177005271 euclid.aoap/1177005271

2.

[2] Bai, Z.-D., Hwang, H.-K. and Tsai, T.-H. (2003). Berry–Esseen bounds for the number of maxima in planar regions. Electron. J. Probab. 8 Article ID 9.[2] Bai, Z.-D., Hwang, H.-K. and Tsai, T.-H. (2003). Berry–Esseen bounds for the number of maxima in planar regions. Electron. J. Probab. 8 Article ID 9.

3.

[3] Bárány, I., Fodor, F. and Vígh, V. (2010). Intrinsic volumes of inscribed random polytopes in smooth convex bodies. Adv. in Appl. Probab. 42 605–619. 1211.52005 10.1239/aap/1282924055 euclid.aap/1282924055[3] Bárány, I., Fodor, F. and Vígh, V. (2010). Intrinsic volumes of inscribed random polytopes in smooth convex bodies. Adv. in Appl. Probab. 42 605–619. 1211.52005 10.1239/aap/1282924055 euclid.aap/1282924055

4.

[4] Barbour, A. D. and Xia, A. (2001). The number of two-dimensional maxima. Adv. in Appl. Probab. 33 727–750. 1005.60028 10.1239/aap/1011994025 euclid.aap/1011994025[4] Barbour, A. D. and Xia, A. (2001). The number of two-dimensional maxima. Adv. in Appl. Probab. 33 727–750. 1005.60028 10.1239/aap/1011994025 euclid.aap/1011994025

5.

[5] Barbour, A. D. and Xia, A. (2006). Normal approximation for random sums. Adv. in Appl. Probab. 38 693–728. 1106.60029 10.1239/aap/1158684998 euclid.aap/1158684998[5] Barbour, A. D. and Xia, A. (2006). Normal approximation for random sums. Adv. in Appl. Probab. 38 693–728. 1106.60029 10.1239/aap/1158684998 euclid.aap/1158684998

6.

[6] Baryshnikov, Y., Penrose, M. D. and Yukich, J. E. (2009). Gaussian limits for generalized spacings. Ann. Appl. Probab. 19 158–185. 1159.60315 10.1214/08-AAP537 euclid.aoap/1235140336[6] Baryshnikov, Y., Penrose, M. D. and Yukich, J. E. (2009). Gaussian limits for generalized spacings. Ann. Appl. Probab. 19 158–185. 1159.60315 10.1214/08-AAP537 euclid.aoap/1235140336

7.

[7] Baryshnikov, Y. and Yukich, J. E. (2005). Gaussian limits for random measures in geometric probability. Ann. Appl. Probab. 15 213–253. 1068.60028 10.1214/105051604000000594 euclid.aoap/1106922327[7] Baryshnikov, Y. and Yukich, J. E. (2005). Gaussian limits for random measures in geometric probability. Ann. Appl. Probab. 15 213–253. 1068.60028 10.1214/105051604000000594 euclid.aoap/1106922327

8.

[8] Bickel, P. J. and Breiman, L. (1983). Sums of functions of nearest neighbor distances, moment bounds, limit theorems and a goodness of fit test. Ann. Probab. 11 185–214. 0502.62045 10.1214/aop/1176993668 euclid.aop/1176993668[8] Bickel, P. J. and Breiman, L. (1983). Sums of functions of nearest neighbor distances, moment bounds, limit theorems and a goodness of fit test. Ann. Probab. 11 185–214. 0502.62045 10.1214/aop/1176993668 euclid.aop/1176993668

9.

[9] Calka, P., Schreiber, T. and Yukich, J. E. (2013). Brownian limits, local limits and variance asymptotics for convex hulls in the ball. Ann. Probab. 41 50–108. 1278.60020 10.1214/11-AOP707 euclid.aop/1358951981[9] Calka, P., Schreiber, T. and Yukich, J. E. (2013). Brownian limits, local limits and variance asymptotics for convex hulls in the ball. Ann. Probab. 41 50–108. 1278.60020 10.1214/11-AOP707 euclid.aop/1358951981

10.

[10] Chatterjee, S. (2008). A new method of normal approximation. Ann. Probab. 36 1584–1610. 1159.62009 10.1214/07-AOP370 euclid.aop/1217360979[10] Chatterjee, S. (2008). A new method of normal approximation. Ann. Probab. 36 1584–1610. 1159.62009 10.1214/07-AOP370 euclid.aop/1217360979

11.

[11] Chen, W.-M., Hwang, H.-K. and Tsai, T.-H. (2003). Efficient maxima-finding algorithms for random planar samples. Discrete Math. Theor. Comput. Sci. 6 107–122. 1036.68124[11] Chen, W.-M., Hwang, H.-K. and Tsai, T.-H. (2003). Efficient maxima-finding algorithms for random planar samples. Discrete Math. Theor. Comput. Sci. 6 107–122. 1036.68124

12.

[12] Decreusefond, L., Ferraz, E., Randriambololona, H. and Vergne, A. (2014). Simplicial homology of random configurations. Adv. in Appl. Probab. 46 325–347. 1296.60127 10.1239/aap/1401369697 euclid.aap/1401369697[12] Decreusefond, L., Ferraz, E., Randriambololona, H. and Vergne, A. (2014). Simplicial homology of random configurations. Adv. in Appl. Probab. 46 325–347. 1296.60127 10.1239/aap/1401369697 euclid.aap/1401369697

13.

[13] Eichelsbacher, P., Raič, M. and Schreiber, T. (2015). Moderate deviations for stabilizing functionals in geometric probability. Ann. Inst. Henri Poincaré B Probab. Stat. 51 89–128. 1312.60033 10.1214/13-AIHP576 euclid.aihp/1421244400[13] Eichelsbacher, P., Raič, M. and Schreiber, T. (2015). Moderate deviations for stabilizing functionals in geometric probability. Ann. Inst. Henri Poincaré B Probab. Stat. 51 89–128. 1312.60033 10.1214/13-AIHP576 euclid.aihp/1421244400

14.

[14] Eichelsbacher, P. and Thäle, C. (2014). New Berry–Esseen bounds for non-linear functionals of Poisson random measures. Electron. J. Probab. 19 Article ID 102. MR3275854 10.1214/EJP.v19-3061[14] Eichelsbacher, P. and Thäle, C. (2014). New Berry–Esseen bounds for non-linear functionals of Poisson random measures. Electron. J. Probab. 19 Article ID 102. MR3275854 10.1214/EJP.v19-3061

15.

[15] Goldstein, L., Johnson, T. and Lachièze-Rey, R. (2018). Bounds to the normal for proximity region graphs. Stochastic Process. Appl. 128 1208–1237. 1390.60049 10.1016/j.spa.2017.07.002[15] Goldstein, L., Johnson, T. and Lachièze-Rey, R. (2018). Bounds to the normal for proximity region graphs. Stochastic Process. Appl. 128 1208–1237. 1390.60049 10.1016/j.spa.2017.07.002

16.

[16] Grote, J. and Thäle, C. (2018). Concentration and moderate deviations for Poisson polytopes and polyhedra. Bernoulli 24 2811–2841. 06853266 10.3150/17-BEJ946 euclid.bj/1522051226[16] Grote, J. and Thäle, C. (2018). Concentration and moderate deviations for Poisson polytopes and polyhedra. Bernoulli 24 2811–2841. 06853266 10.3150/17-BEJ946 euclid.bj/1522051226

17.

[17] Hirsch, C. (2017). From heavy-tailed Boolean models to scale-free Gilbert graphs. Braz. J. Probab. Stat. 31 111–143. 1380.60087 10.1214/15-BJPS305 euclid.bjps/1485334827[17] Hirsch, C. (2017). From heavy-tailed Boolean models to scale-free Gilbert graphs. Braz. J. Probab. Stat. 31 111–143. 1380.60087 10.1214/15-BJPS305 euclid.bjps/1485334827

18.

[18] Jiménez, R. and Yukich, J. E. (2011). Nonparametric estimation of surface integrals. Ann. Statist. 39 232–260. 1209.62059 10.1214/10-AOS837 euclid.aos/1291388374[18] Jiménez, R. and Yukich, J. E. (2011). Nonparametric estimation of surface integrals. Ann. Statist. 39 232–260. 1209.62059 10.1214/10-AOS837 euclid.aos/1291388374

19.

[19] Kesten, H. and Lee, S. (1996). The central limit theorem for weighted minimal spanning trees on random points. Ann. Appl. Probab. 6 495–527. 0862.60008 10.1214/aoap/1034968141 euclid.aoap/1034968141[19] Kesten, H. and Lee, S. (1996). The central limit theorem for weighted minimal spanning trees on random points. Ann. Appl. Probab. 6 495–527. 0862.60008 10.1214/aoap/1034968141 euclid.aoap/1034968141

20.

[20] Lachièze-Rey, R. and Peccati, G. (2017). New Berry–Esseen bounds for functionals of binomial point processes. Ann. Appl. Probab. 27 1992–2031. 1374.60023 10.1214/16-AAP1218 euclid.aoap/1504080024[20] Lachièze-Rey, R. and Peccati, G. (2017). New Berry–Esseen bounds for functionals of binomial point processes. Ann. Appl. Probab. 27 1992–2031. 1374.60023 10.1214/16-AAP1218 euclid.aoap/1504080024

21.

[21] Lachièze-Rey, R. and Vega, S. (2017). Boundary density and Voronoi set estimation for irregular sets. Trans. Amer. Math. Soc. 369 4953–4976. 1388.60042 10.1090/tran/6848[21] Lachièze-Rey, R. and Vega, S. (2017). Boundary density and Voronoi set estimation for irregular sets. Trans. Amer. Math. Soc. 369 4953–4976. 1388.60042 10.1090/tran/6848

22.

[22] Last, G., Peccati, G. and Schulte, M. (2016). Normal approximation on Poisson spaces: Mehler’s formula, second order Poincaré inequalities and stabilization. Probab. Theory Related Fields 165 667–723. 1347.60012 10.1007/s00440-015-0643-7[22] Last, G., Peccati, G. and Schulte, M. (2016). Normal approximation on Poisson spaces: Mehler’s formula, second order Poincaré inequalities and stabilization. Probab. Theory Related Fields 165 667–723. 1347.60012 10.1007/s00440-015-0643-7

23.

[23] Last, G. and Penrose, M. D. (2017). Lectures on the Poisson Process. Cambridge Univ. Press, Cambridge. 1392.60004[23] Last, G. and Penrose, M. D. (2017). Lectures on the Poisson Process. Cambridge Univ. Press, Cambridge. 1392.60004

24.

[24] Penrose, M. (2003). Random Geometric Graphs. Oxford Studies in Probability 5. Oxford Univ. Press, Oxford.[24] Penrose, M. (2003). Random Geometric Graphs. Oxford Studies in Probability 5. Oxford Univ. Press, Oxford.

25.

[25] Penrose, M. D. (2007). Gaussian limits for random geometric measures. Electron. J. Probab. 12 989–1035. 1153.60015 10.1214/EJP.v12-429[25] Penrose, M. D. (2007). Gaussian limits for random geometric measures. Electron. J. Probab. 12 989–1035. 1153.60015 10.1214/EJP.v12-429

26.

[26] Penrose, M. D. (2007). Laws of large numbers in stochastic geometry with statistical applications. Bernoulli 13 1124–1150. 1143.60013 10.3150/07-BEJ5167 euclid.bj/1194625605[26] Penrose, M. D. (2007). Laws of large numbers in stochastic geometry with statistical applications. Bernoulli 13 1124–1150. 1143.60013 10.3150/07-BEJ5167 euclid.bj/1194625605

27.

[27] Penrose, M. D. and Rosoman, T. (2008). Error bounds in stochastic-geometrical normal approximation. In Fifth Colloquium on Mathematics and Computer Science. Discrete Math. Theor. Comput. Sci. Proc., AI 71–94. Assoc. Discrete Math. Theor. Comput. Sci., Nancy. 1358.60023[27] Penrose, M. D. and Rosoman, T. (2008). Error bounds in stochastic-geometrical normal approximation. In Fifth Colloquium on Mathematics and Computer Science. Discrete Math. Theor. Comput. Sci. Proc., AI 71–94. Assoc. Discrete Math. Theor. Comput. Sci., Nancy. 1358.60023

28.

[28] Penrose, M. D. and Yukich, J. E. (2001). Central limit theorems for some graphs in computational geometry. Ann. Appl. Probab. 11 1005–1041. 1044.60016 euclid.aoap/1015345393[28] Penrose, M. D. and Yukich, J. E. (2001). Central limit theorems for some graphs in computational geometry. Ann. Appl. Probab. 11 1005–1041. 1044.60016 euclid.aoap/1015345393

29.

[29] Penrose, M. D. and Yukich, J. E. (2003). Weak laws of large numbers in geometric probability. Ann. Appl. Probab. 13 277–303. MR1952000 1029.60008 10.1214/aoap/1042765669 euclid.aoap/1042765669[29] Penrose, M. D. and Yukich, J. E. (2003). Weak laws of large numbers in geometric probability. Ann. Appl. Probab. 13 277–303. MR1952000 1029.60008 10.1214/aoap/1042765669 euclid.aoap/1042765669

30.

[30] Penrose, M. D. and Yukich, J. E. (2005). Normal approximation in geometric probability. In Stein’s Method and Applications. Lect. Notes Ser. Inst. Math. Sci. Natl. Univ. Singap. 5 37–58. Singapore Univ. Press, Singapore.[30] Penrose, M. D. and Yukich, J. E. (2005). Normal approximation in geometric probability. In Stein’s Method and Applications. Lect. Notes Ser. Inst. Math. Sci. Natl. Univ. Singap. 5 37–58. Singapore Univ. Press, Singapore.

31.

[31] Penrose, M. D. and Yukich, J. E. (2013). Limit theory for point processes in manifolds. Ann. Appl. Probab. 23 2161–2211. 1285.60021 10.1214/12-AAP897 euclid.aoap/1382447685[31] Penrose, M. D. and Yukich, J. E. (2013). Limit theory for point processes in manifolds. Ann. Appl. Probab. 23 2161–2211. 1285.60021 10.1214/12-AAP897 euclid.aoap/1382447685

32.

[32] Preparata, F. P. and Shamos, M. I. (1985). Computational Geometry: An Introduction. Texts and Monographs in Computer Science. Springer, New York. 0759.68037[32] Preparata, F. P. and Shamos, M. I. (1985). Computational Geometry: An Introduction. Texts and Monographs in Computer Science. Springer, New York. 0759.68037

33.

[33] Rataj, J. and Winter, S. (2010). On volume and surface area of parallel sets. Indiana Univ. Math. J. 59 1661–1685. MR2865426 1234.28008 10.1512/iumj.2010.59.4165[33] Rataj, J. and Winter, S. (2010). On volume and surface area of parallel sets. Indiana Univ. Math. J. 59 1661–1685. MR2865426 1234.28008 10.1512/iumj.2010.59.4165

34.

[34] Reitzner, M. (2005). Central limit theorems for random polytopes. Probab. Theory Related Fields 133 483–507. 1081.60008 10.1007/s00440-005-0441-8[34] Reitzner, M. (2005). Central limit theorems for random polytopes. Probab. Theory Related Fields 133 483–507. 1081.60008 10.1007/s00440-005-0441-8

35.

[35] Reitzner, M. and Schulte, M. (2013). Central limit theorems for $U$-statistics of Poisson point processes. Ann. Probab. 41 3879–3909. 1293.60061 10.1214/12-AOP817 euclid.aop/1384957778[35] Reitzner, M. and Schulte, M. (2013). Central limit theorems for $U$-statistics of Poisson point processes. Ann. Probab. 41 3879–3909. 1293.60061 10.1214/12-AOP817 euclid.aop/1384957778

36.

[36] Rényi, A. and Sulanke, R. (1963). Über die konvexe Hülle von $n$ zufällig gewählten Punkten. Z. Wahrsch. Verw. Gebiete 2 75–84.[36] Rényi, A. and Sulanke, R. (1963). Über die konvexe Hülle von $n$ zufällig gewählten Punkten. Z. Wahrsch. Verw. Gebiete 2 75–84.

37.

[37] Rényi, A. and Sulanke, R. (1964). Über die konvexe Hülle von $n$ zufällig gewählten Punkten. II. Z. Wahrsch. Verw. Gebiete 3 138–147.[37] Rényi, A. and Sulanke, R. (1964). Über die konvexe Hülle von $n$ zufällig gewählten Punkten. II. Z. Wahrsch. Verw. Gebiete 3 138–147.

38.

[38] Schneider, R. and Weil, W. (2008). Stochastic and Integral Geometry. Probability and Its Applications (New York). Springer, Berlin. 1175.60003[38] Schneider, R. and Weil, W. (2008). Stochastic and Integral Geometry. Probability and Its Applications (New York). Springer, Berlin. 1175.60003

39.

[39] Schoen, R. and Yau, S.-T. (1994). Lectures on Differential Geometry. Conference Proceedings and Lecture Notes in Geometry and Topology. International Press, Cambridge, MA. MR1333601 0830.53001[39] Schoen, R. and Yau, S.-T. (1994). Lectures on Differential Geometry. Conference Proceedings and Lecture Notes in Geometry and Topology. International Press, Cambridge, MA. MR1333601 0830.53001

40.

[40] Schreiber, T. (2010). Limit theorems in stochastic geometry. In New Perspectives in Stochastic Geometry 111–144. Oxford Univ. Press, Oxford. MR2654677 1195.60022[40] Schreiber, T. (2010). Limit theorems in stochastic geometry. In New Perspectives in Stochastic Geometry 111–144. Oxford Univ. Press, Oxford. MR2654677 1195.60022

41.

[41] Schreiber, T., Penrose, M. D. and Yukich, J. E. (2007). Gaussian limits for multidimensional random sequential packing at saturation. Comm. Math. Phys. 272 167–183. 1145.60017 10.1007/s00220-007-0218-2[41] Schreiber, T., Penrose, M. D. and Yukich, J. E. (2007). Gaussian limits for multidimensional random sequential packing at saturation. Comm. Math. Phys. 272 167–183. 1145.60017 10.1007/s00220-007-0218-2

42.

[42] Schulte, M. (2012). A central limit theorem for the Poisson–Voronoi approximation. Adv. in Appl. Math. 49 285–306. 1253.60008 10.1016/j.aam.2012.08.001[42] Schulte, M. (2012). A central limit theorem for the Poisson–Voronoi approximation. Adv. in Appl. Math. 49 285–306. 1253.60008 10.1016/j.aam.2012.08.001

43.

[43] Schulte, M. (2016). Normal approximation of Poisson functionals in Kolmogorov distance. J. Theoret. Probab. 29 96–117. 1335.60027 10.1007/s10959-014-0576-6[43] Schulte, M. (2016). Normal approximation of Poisson functionals in Kolmogorov distance. J. Theoret. Probab. 29 96–117. 1335.60027 10.1007/s10959-014-0576-6

44.

[44] Sholomov, L. A. (1983). Survey of estimational results in choice problems. Izv. Akad. Nauk SSSR Tekhn. Kibernet. 1 60–87. MR736267 0576.90054[44] Sholomov, L. A. (1983). Survey of estimational results in choice problems. Izv. Akad. Nauk SSSR Tekhn. Kibernet. 1 60–87. MR736267 0576.90054

45.

[45] Thäle, C., Turchi, N. and Wespi, F. (2018). Random polytopes: Central limit theorems for intrinsic volumes. Proc. Amer. Math. Soc. 146 3063–3071. 1391.52007 10.1090/proc/14000[45] Thäle, C., Turchi, N. and Wespi, F. (2018). Random polytopes: Central limit theorems for intrinsic volumes. Proc. Amer. Math. Soc. 146 3063–3071. 1391.52007 10.1090/proc/14000

46.

[46] Thäle, C. and Yukich, J. E. (2016). Asymptotic theory for statistics of the Poisson–Voronoi approximation. Bernoulli 22 2372–2400. 1356.60020 10.3150/15-BEJ732 euclid.bj/1462297684[46] Thäle, C. and Yukich, J. E. (2016). Asymptotic theory for statistics of the Poisson–Voronoi approximation. Bernoulli 22 2372–2400. 1356.60020 10.3150/15-BEJ732 euclid.bj/1462297684

47.

[47] Vu, V. (2006). Central limit theorems for random polytopes in a smooth convex set. Adv. Math. 207 221–243. 1111.52010 10.1016/j.aim.2005.11.011[47] Vu, V. (2006). Central limit theorems for random polytopes in a smooth convex set. Adv. Math. 207 221–243. 1111.52010 10.1016/j.aim.2005.11.011

48.

[48] Yukich, J. E. (2015). Surface order scaling in stochastic geometry. Ann. Appl. Probab. 25 177–210. 1356.60041 10.1214/13-AAP992 euclid.aoap/1418740183[48] Yukich, J. E. (2015). Surface order scaling in stochastic geometry. Ann. Appl. Probab. 25 177–210. 1356.60041 10.1214/13-AAP992 euclid.aoap/1418740183
Copyright © 2019 Institute of Mathematical Statistics
Raphaël Lachièze-Rey, Matthias Schulte, and J. E. Yukich "Normal approximation for stabilizing functionals," The Annals of Applied Probability 29(2), 931-993, (April 2019). https://doi.org/10.1214/18-AAP1405
Received: 1 December 2017; Published: April 2019
Vol.29 • No. 2 • April 2019
Back to Top