Self-crossing points of a line segment process

DOI10.1007/S11009-012-9315-6zbMath1319.60017OpenAlexW2052106462MaRDI QIDQ479136

Zbyněk Pawlas

Publication date: 5 December 2014

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-012-9315-6

zbMATH Keywords

central limit theoremasymptotic variancePoisson processabsolute regularity coefficientindependent markingintensity of intersectionssegment process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Interaction processes for unions of facets, the asymptotic behaviour with increasing intensity ⋮ Planar segment processes with reference mark distributions, modeling and estimation

Cites Work

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• On estimating the asymptotic variance of stationary point processes
• Comparison of length-intensity estimators for segment processes
• Normal approximation for some mean-value estimates of absolutely regular tessellations
• Central limit theorems for \(U\)-statistics of Poisson point processes
• Fine Gaussian fluctuations on the Poisson space. II: Rescaled kernels, marked processes and geometric \(U\)-statistics
• Stochastic and Integral Geometry
• Some properties of line segment processes
• Central limit theorem for a class of random measures associated with germ-grain models
• On the central limit theorem for the stationary Poisson process of compact sets
• An Introduction to the Theory of Point Processes

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