Limit theorems for some polynomial statistics of the Poisson process (Q1897264)
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scientific article; zbMATH DE number 790352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for some polynomial statistics of the Poisson process |
scientific article; zbMATH DE number 790352 |
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Limit theorems for some polynomial statistics of the Poisson process (English)
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30 June 1996
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The central limit theorem and a theorem on large deviations are established for the distribution of a \(U\)-statistic of an inhomogeneous Poisson process \(X(t)\), \(0 \leq t \leq T\), as \(T \to \infty\). The proofs make use of formulas for the cumulants for this statistic and a general lemma of large deviations due to Saulis and Statulevičius.
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stochastic integral
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central limit theorem
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large deviations
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Poisson process
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0.92797434
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0.9239936
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0.9041951
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0.89871925
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