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  1. Home > Articles & Issues >
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  3. Error bounds in stoc ...
Conference paper

Error bounds in stochastic-geometric normal approximation

Mathew Penrose (1), Tom Rosoman (1)
(1) Department of Mathematical Sciences [Bath]
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Imported on
May 10, 2017
Published on
December 31, 2007
Last modified on
March 31, 2025
Volume
DMTCS Proceedings vol. AI, Fifth Colloquium on Mathematics and Computer Science
Proceedings
DOI
10.46298/dmtcs.3557
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https://about.hal.science/hal-authorisation-v1
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Error bounds in stochastic-geometric normal approximation

Mathew Penrose (1), Tom Rosoman (1)
(1) Department of Mathematical Sciences [Bath]
Abstract
We provide normal approximation error bounds for sums of the form $\sum_x \xi_x$, indexed by the points $x$ of a Poisson process (not necessarily homogeneous) in the unit $d$-cube, with each term $\xi_x$ determined by the configuration of Poisson points near to $x$ in some sense. We consider geometric graphs and coverage processes as examples of our general results.
Keywords
  • [INFO.INFO-DM]Computer Science [cs]/Discrete Mathematics [cs.DM]
  • [MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS]
  • [MATH.MATH-CO]Mathematics [math]/Combinatorics [math.CO]
  • Central limit theorem
  • Berry Essèen bound
  • stochastic geometry
  • coverage process
Cited by

Source: OpenCitations

  • Normal approximation on Poisson spaces: Mehler’s formula, second order Poincaré inequalities and stabilization

    Probability Theory and Related Fields

    Authors : Günter Last ORCID, Giovanni Peccati ORCID, Matthias Schulte ORCID

    Journal reference : Volume 165, 2015, pp. 667-723

    DOI : 10.1007/s00440-015-0643-7
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