Poisson hulls
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2022
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| _version_ | 1866909089564459008 |
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| author | Last, Günter Molchanov, Ilya |
| author_facet | Last, Günter Molchanov, Ilya |
| contents | We introduce a hull operator on Poisson point processes, the easiest example being the convex hull of the support of a point process in Euclidean space. Assuming that the intensity measure of the process is known on the set generated by the hull operator, we discuss estimation of an expected linear statistic built on the Poisson process. In special cases, our general scheme yields an estimator of the volume of a convex body or an estimator of an integral of a Hölder function. We show that the estimation error is given by the Kabanov--Skorohod integral with respect to the underlying Poisson process. A crucial ingredient of our approach is a spatial strong Markov property of the underlying Poisson process with respect to the hull. We derive the rate of normal convergence for the estimation error, and illustrate it on an application to estimators of integrals of a Hölder function. We also discuss estimation of higher order symmetric statistics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2212_02150 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Poisson hulls Last, Günter Molchanov, Ilya Probability Statistics Theory Primary 60G55, Secondary 60D05, 62G05, 62M30 We introduce a hull operator on Poisson point processes, the easiest example being the convex hull of the support of a point process in Euclidean space. Assuming that the intensity measure of the process is known on the set generated by the hull operator, we discuss estimation of an expected linear statistic built on the Poisson process. In special cases, our general scheme yields an estimator of the volume of a convex body or an estimator of an integral of a Hölder function. We show that the estimation error is given by the Kabanov--Skorohod integral with respect to the underlying Poisson process. A crucial ingredient of our approach is a spatial strong Markov property of the underlying Poisson process with respect to the hull. We derive the rate of normal convergence for the estimation error, and illustrate it on an application to estimators of integrals of a Hölder function. We also discuss estimation of higher order symmetric statistics. |
| title | Poisson hulls |
| topic | Probability Statistics Theory Primary 60G55, Secondary 60D05, 62G05, 62M30 |
| url | https://arxiv.org/abs/2212.02150 |