Search arXivSearch

arXiv · 1310.5675

A general study of extremes of stationary tessellations with applications

Abstract

Let $\mathfrak{m}$ be a random tessellation in $\mathbf{R}^d$ observed in a bounded Borel subset $W$ and $f(\cdot)$ be a measurable function defined on the set of convex bodies. To each cell $C$ of $\mathfrak{m}$ we associate a point $z(C)$ which is the nucleus of $C$. Applying $f(\cdot)$ to all the cells of $\mathfrak{m}$, we investigate the order statistics of $f(C)$ over all cells $C\in\mathfrak{m}$ with nucleus in $\mathbf{W}_ρ=ρ^{1/d}W$ when $ρ$ goes to infinity. Under a strong mixing property and a local condition on $\mathfrak{m}$ and $f(\cdot)$, we show a general theorem which reduces the study of the order statistics to the random variable $f(\mathscr{C})$ where $\mathscr{C}$ is the typical cell of $\mathfrak{m}$. The proof is deduced from a Poisson approximation on a dependency graph via the Chen-Stein method. We obtain that the point process $\left\{(ρ^{-1/d}z(C), a_ρ^{-1}(f(C)-b_ρ)), C\in\mathfrak{m}, z(C)\in \mathbf{W}_ρ\right\}$, where $a_ρ>0$ and $b_ρ$ are two suitable functions depending on $ρ$, converges to a non-homogeneous Poisson point process. Several applications of the general theorem are derived in the particular setting of Poisson-Voronoi and Poisson-Delaunay tessellations and for different functions $f(\cdot)$ such as the inradius, the circumradius, the area, the volume of the Voronoi flower and the distance to the farthest neighbor. When the local condition does not hold and the normalized maximum converges, the asymptotic behaviour depends on two quantities that are the distribution function of $f(\mathscr{C})$ and a constant $θ\in [0,1]$ which is the so-called extremal index.

Explore related subjects

Keep this discovery

BibTeXRIS

Nicolas Chenavier. 2013-10-21. A general study of extremes of stationary tessellations with applications. https://arxiv.org/abs/1310.5675

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR