Research output: Contribution to journal › Article › peer-review
Poissonization Principle for a Class of Additive Statistics. / Borisov, Igor; Jetpisbaev, Maman.
In: Mathematics, Vol. 10, No. 21, 4084, 11.2022.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Poissonization Principle for a Class of Additive Statistics
AU - Borisov, Igor
AU - Jetpisbaev, Maman
N1 - Funding Information: The study of I. Borisov was supported by the Russian Science Foundation, project no. 22-21-00414. Publisher Copyright: © 2022 by the authors.
PY - 2022/11
Y1 - 2022/11
N2 - In this paper, we consider a class of additive functionals of a finite or countable collection of the group frequencies of an empirical point process that corresponds to, at most, a countable partition of the sample space. Under broad conditions, it is shown that the asymptotic behavior of the distributions of such functionals is similar to the behavior of the distributions of the same functionals of the accompanying Poisson point process. However, the Poisson versions of the additive functionals under consideration, unlike the original ones, have the structure of sums (finite or infinite) of independent random variables that allows us to reduce the asymptotic analysis of the distributions of additive functionals of an empirical point process to classical problems of the theory of summation of independent random variables.
AB - In this paper, we consider a class of additive functionals of a finite or countable collection of the group frequencies of an empirical point process that corresponds to, at most, a countable partition of the sample space. Under broad conditions, it is shown that the asymptotic behavior of the distributions of such functionals is similar to the behavior of the distributions of the same functionals of the accompanying Poisson point process. However, the Poisson versions of the additive functionals under consideration, unlike the original ones, have the structure of sums (finite or infinite) of independent random variables that allows us to reduce the asymptotic analysis of the distributions of additive functionals of an empirical point process to classical problems of the theory of summation of independent random variables.
KW - additive functional
KW - empirical point process
KW - group frequency
KW - Poisson point process
KW - Poissonization
UR - http://www.scopus.com/inward/record.url?scp=85141876805&partnerID=8YFLogxK
UR - https://www.mendeley.com/catalogue/eba1343a-d9f0-3312-8568-66adb2c48b73/
U2 - 10.3390/math10214084
DO - 10.3390/math10214084
M3 - Article
AN - SCOPUS:85141876805
VL - 10
JO - Mathematics
JF - Mathematics
SN - 2227-7390
IS - 21
M1 - 4084
ER -
ID: 39469020