A Central Limit Theorem With Applications to Percolation, Epidemics and Boolean Models
Penrose, Mathew D.
Ann. Probab., Tome 29 (2001) no. 1, p. 1515-1546 / Harvested from Project Euclid
Suppose $X = (X_x)_{x\in\mathbb{Z}^d}$ is a white noise process, and $H (B)$, defined for finite subsets $B$ of $\math{Z}^d$, is determined in a stationary way by the restriction of $X$ to $B$. Using a martingale approach, we prove a central limit theorem (CLT) for $H$ as $B$ becomes large, subject to $H$ satisfying a “stabilization” condition (the effect of changing $X _x$ at a single site needs to be local). This CLT is then applied to component counts for percolation and Boolean models, to the size of the big cluster for percolation on a box, and to the final size of a spatial epidemic.
Publié le : 2001-10-14
Classification:  Geometric probability,  percolation,  Boolean model,  central limit theorem,  martingale,  60F05,  60D05,  60K35
@article{1015345760,
     author = {Penrose, Mathew D.},
     title = {A Central Limit Theorem With Applications to Percolation,
		 Epidemics and Boolean Models},
     journal = {Ann. Probab.},
     volume = {29},
     number = {1},
     year = {2001},
     pages = { 1515-1546},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015345760}
}
Penrose, Mathew D. A Central Limit Theorem With Applications to Percolation,
		 Epidemics and Boolean Models. Ann. Probab., Tome 29 (2001) no. 1, pp.  1515-1546. http://gdmltest.u-ga.fr/item/1015345760/