Laws of large numbers in stochastic geometry with statistical applications
Penrose, Mathew D.
Bernoulli, Tome 13 (2007) no. 1, p. 1124-1150 / Harvested from Project Euclid
Given n independent random marked d-vectors (points) Xi distributed with a common density, define the measure νn=∑iξi, where ξi is a measure (not necessarily a point measure) which stabilizes; this means that ξi is determined by the (suitably rescaled) set of points near Xi. For bounded test functions f on Rd, we give weak and strong laws of large numbers for νn(f). The general results are applied to demonstrate that an unknown set A in d-space can be consistently estimated, given data on which of the points Xi lie in A, by the corresponding union of Voronoi cells, answering a question raised by Khmaladze and Toronjadze. Further applications are given concerning the Gamma statistic for estimating the variance in nonparametric regression.
Publié le : 2007-11-14
Classification:  law of large numbers,  nearest neighbours,  nonparametric regression,  point process,  random measure,  stabilization,  Voronoi coverage
@article{1194625605,
     author = {Penrose, Mathew D.},
     title = {Laws of large numbers in stochastic geometry with statistical applications},
     journal = {Bernoulli},
     volume = {13},
     number = {1},
     year = {2007},
     pages = { 1124-1150},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1194625605}
}
Penrose, Mathew D. Laws of large numbers in stochastic geometry with statistical applications. Bernoulli, Tome 13 (2007) no. 1, pp.  1124-1150. http://gdmltest.u-ga.fr/item/1194625605/