Surface order scaling in stochastic geometry

Abstract

Let Pλ:=Pλ denote a Poisson point process of intensity λ on [0,1]d,d≥2, with a bounded density on [0,1]d and λ∈(0,∞). Given a closed subset M⊂[0,1]d of Hausdorff dimension (d-1), we consider general statistics Σx∈Pλ(x,P λ,M), where the score function vanishes unless the input x is close to M and where satisfies a weak spatial dependency condition. We give a rate of normal convergence for the rescaled statistics Σx∈ Pλ(λ1/dx,λ1/dPλ,λ 1/dM) as λ∞. When M is of class C2, we obtain weak laws of large numbers and variance asymptotics for these statistics, showing that growth is surface order, that is, of order Vol(λ1/dM). We use the general results to deduce variance asymptotics and central limit theorems for statistics arising in stochastic geometry, including Poisson-Voronoi volume and surface area estimators, answering questions in Heveling and Reitzner [Ann. Appl. Probab. 19 (2009) 719-736] and Reitzner, Spodarev and Zaporozhets [Adv. in Appl. Probab. 44 (2012) 938-953]. The general results also yield the limit theory for the number of maximal points in a sample.

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