The scaling limit of Poisson-driven order statistics with applications in geometric probability

DOI10.1016/j.spa.2012.08.011zbMath1262.60031arXiv1201.5282OpenAlexW2017168731MaRDI QIDQ713218

Christoph Thäle, Matthias Schulte

Publication date: 26 October 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.5282

zbMATH Keywords

order statisticsextreme valuesMalliavin calculusscaling limitstochastic geometryU-statisticsintegral geometrylimit theoremsPoisson spacerandom polytopesgeometric probabilityPoisson process approximationChen-Stein methodPoisson flatsWiener-Itô chaos decomposition

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Statistics of extreme values; tail inference (62G32) Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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