Point process convergence for symmetric functions of high-dimensional random vectors

Fuente: arXiv
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Main Authors: Heiny, Johannes, Kleemann, Carolin
Format: Preprint
Published: 2023
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author Heiny, Johannes
Kleemann, Carolin
author_facet Heiny, Johannes
Kleemann, Carolin
contents The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint distribution of a fixed number of upper order statistics. As applications of the result a generalization of maximum convergence to point process convergence is given for simple linear rank statistics, rank-type U-statistics and the entries of sample covariance matrices.
format Preprint
id arxiv_https___arxiv_org_abs_2303_15804
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Point process convergence for symmetric functions of high-dimensional random vectors
Heiny, Johannes
Kleemann, Carolin
Probability
Primary 60G55, Secondary 60G70, 60B12
The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint distribution of a fixed number of upper order statistics. As applications of the result a generalization of maximum convergence to point process convergence is given for simple linear rank statistics, rank-type U-statistics and the entries of sample covariance matrices.
title Point process convergence for symmetric functions of high-dimensional random vectors
topic Probability
Primary 60G55, Secondary 60G70, 60B12
url https://arxiv.org/abs/2303.15804