Poisson Point Process Convergence and Extreme Values in Stochastic Geometry

DOI10.1007/978-3-319-05233-5_8zbMath1528.60050arXiv1510.00289OpenAlexW2238117203MaRDI QIDQ6067402

Matthias Schulte, Christoph Thäle

Publication date: 17 November 2023

Published in: Stochastic Analysis for Poisson Point Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.00289

zbMATH Keywords

point processconvex bodyPoisson approximationPoisson point processVoronoi tessellation

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

The fourth moment theorem on the Poisson space ⋮ The Malliavin–Stein Method on the Poisson Space ⋮ Small cells in a Poisson hyperplane tessellation ⋮ Asymptotic distributions of covering and separation measures on the hypersphere ⋮ The maximal degree in a Poisson-Delaunay graph ⋮ Poisson approximation with applications to stochastic geometry

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