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Electronic Journal of Probability
Article . 2024 . Peer-reviewed
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Electronic Journal of Probability
Article . 2024
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Article . 2024
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https://dx.doi.org/10.48550/ar...
Article . 2022
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Lower bounds for variances of Poisson functionals

Authors: Schulte, Matthias; Trapp, Vanessa;

Lower bounds for variances of Poisson functionals

Abstract

Lower bounds for variances are often needed to derive central limit theorems. In this paper, we establish a lower bound for the variance of Poisson functionals that uses the difference operator of Malliavin calculus. Poisson functionals, i.e. random variables that depend on a Poisson process, are frequently studied in stochastic geometry. We apply our lower variance bound to statistics of spatial random graphs, the $L^p$ surface area of random polytopes and the volume of excursion sets of Poisson shot noise processes. Thereby we do not only bound variances from below but also show positive definiteness of asymptotic covariance matrices and provide associated results on the multivariate normal approximation.

Country
Germany
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Keywords

multivariate normal approximation, Covariance matrices, Lower variance bounds, Random polytopes, Poisson processes, Stochastic calculus of variations and the Malliavin calculus, Malliavin calculus, lower variance bounds, FOS: Mathematics, Multivariate normal approximation, Poisson shot noise processes, \(L^p\) surface area, random polytopes, Primary: 60D05, Secondary: 60F05, Spatial random graphs, Probability (math.PR), covariance matrices, Central limit and other weak theorems, spatial random graphs, L surface area p, Point processes (e.g., Poisson, Cox, Hawkes processes), Geometric probability and stochastic geometry, Poisson functionals, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
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gold