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Limit theorems for some polynomial statistics of the Poisson process - MaRDI portal

Limit theorems for some polynomial statistics of the Poisson process (Q1897264)

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scientific article; zbMATH DE number 790352
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English
Limit theorems for some polynomial statistics of the Poisson process
scientific article; zbMATH DE number 790352

    Statements

    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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