Open Access
2022 Gaussian approximation for sums of region-stabilizing scores
Chinmoy Bhattacharjee, Ilya Molchanov
Author Affiliations +
Electron. J. Probab. 27: 1-27 (2022). DOI: 10.1214/22-EJP832

Abstract

We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on the rate of convergence in the Wasserstein and the Kolmogorov distances. While such results have previously been shown in Lachièze-Rey, Schulte and Yukich (2019), we extend the applicability by relaxing some conditions assumed there and provide further insight into the results. This is achieved by working with stabilization regions that may differ from balls of random radii commonly used in the literature concerning stabilizing functionals. We also allow for non-diffuse intensity measures and unbounded scores, which are useful in some applications. As our main application, we consider the Gaussian approximation of number of minimal points in a homogeneous Poisson process in [0,1]dwith d2, and provide a presumably optimal rate of convergence.

Funding Statement

IM was supported by the Swiss National Science Foundation Grant No. 200021_175584.

Acknowledgments

We would like to thank Larry Goldstein for pointing out the work [6] to provide lower bounds, and Matthias Schulte for many helpful discussions that vastly improved the presentation of the paper. We are also grateful to Joe Yukich and Giovanni Peccati for their helpful comments on the manuscript.

Citation

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Chinmoy Bhattacharjee. Ilya Molchanov. "Gaussian approximation for sums of region-stabilizing scores." Electron. J. Probab. 27 1 - 27, 2022. https://doi.org/10.1214/22-EJP832

Information

Received: 22 September 2021; Accepted: 24 July 2022; Published: 2022
First available in Project Euclid: 29 August 2022

arXiv: 2101.05103
MathSciNet: MR4474533
zbMATH: 1498.60087
Digital Object Identifier: 10.1214/22-EJP832

Subjects:
Primary: 60F05
Secondary: 60D05 , 60G55

Keywords: central limit theorem , minimal points , Poisson process , stabilization , Stein’s method

Vol.27 • 2022
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