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arXiv · 2401.10060

Poisson approximation for stochastic processes summed over amenable groups

Abstract

We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A celebrated result of E. Lindenstrauss shows that normalized sums over certain increasing subsets of such groups approximate expectations. Our results clarify that the corresponding unnormalized sums of binary statistics are asymptotically Poisson, provided suitable mixing conditions hold. They extend further to randomly subsampled sums and also show that strict invariance of the distribution is not needed if the requisite mixing condition defined by the group holds. We illustrate the results with applications to random fields, Cayley graphs, and Poisson processes on groups.

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BibTeXRIS

Haoyu Ye, Peter Orbanz, Morgane Austern. 2024-01-18. Poisson approximation for stochastic processes summed over amenable groups. https://arxiv.org/abs/2401.10060

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