Large deviations for template matching between point processes
Chi, Zhiyi
Ann. Appl. Probab., Tome 15 (2005) no. 1A, p. 153-174 / Harvested from Project Euclid
We study the asymptotics related to the following matching criteria for two independent realizations of point processes X∼X and Y∼Y. Given l>0, X∩[0,l) serves as a template. For each t>0, the matching score between the template and Y∩[t,t+l) is a weighted sum of the Euclidean distances from y−t to the template over all y∈Y∩[t,t+l). The template matching criteria are used in neuroscience to detect neural activity with certain patterns. We first consider Wl(θ), the waiting time until the matching score is above a given threshold θ. We show that whether the score is scalar- or vector-valued, (1/l)logWl(θ) converges almost surely to a constant whose explicit form is available, when X is a stationary ergodic process and Y is a homogeneous Poisson point process. Second, as l → ∞, a strong approximation for −log[Pr{Wl(θ)=0}] by its rate function is established, and in the case where X is sufficiently mixing, the rates, after being centered and normalized by $\sqrt{l}$ , satisfy a central limit theorem and almost sure invariance principle. The explicit form of the variance of the normal distribution is given for the case where X is a homogeneous Poisson process as well.
Publié le : 2005-02-14
Classification:  Waiting times,  template matching,  large deviations,  point processes,  central limit theorem,  60F10,  60G55
@article{1106922325,
     author = {Chi, Zhiyi},
     title = {Large deviations for template matching between point processes},
     journal = {Ann. Appl. Probab.},
     volume = {15},
     number = {1A},
     year = {2005},
     pages = { 153-174},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1106922325}
}
Chi, Zhiyi. Large deviations for template matching between point processes. Ann. Appl. Probab., Tome 15 (2005) no. 1A, pp.  153-174. http://gdmltest.u-ga.fr/item/1106922325/