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Asymptotic Theory for Statistics of Geometric Structures Joe Yukich Universidad Carlos III, October 11, 2019 Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 1 / 26 Introduction X R d random finite


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Asymptotic Theory for Statistics of Geometric Structures

Joe Yukich Universidad Carlos III, October 11, 2019

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 1 / 26

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Introduction

· X ⊂ Rd random finite point set. · Convex geometry. How many vertices in convex hull of X?

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 2 / 26

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Introduction

· X ⊂ Rd random finite point set. · Convex geometry. How many vertices in convex hull of X? · Stochastic geometry. Fix ρ > 0. At each point of X place a ball of radius ρ. What is volume of the union of such balls? Number of components?

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 2 / 26

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Introduction

· X ⊂ Rd random finite point set. · Convex geometry. How many vertices in convex hull of X? · Stochastic geometry. Fix ρ > 0. At each point of X place a ball of radius ρ. What is volume of the union of such balls? Number of components? · Statistical physics. RSA packing.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 2 / 26

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Introduction

· X ⊂ Rd random finite point set. · Convex geometry. How many vertices in convex hull of X? · Stochastic geometry. Fix ρ > 0. At each point of X place a ball of radius ρ. What is volume of the union of such balls? Number of components? · Statistical physics. RSA packing. · Graph and networks. LG(X):= length of graph G on X. What is the behavior of LG(X) for large X?

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 2 / 26

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· The random variable X has density κ(x) if P(X ∈ A) =

  • A

κ(x)dx. · Theorem (Beardwood, Halton, Hammersley (1959)): Xi, 1 ≤ i ≤ n, i.i.d. with density κ(x) on [0, 1]d. Then lim

n→∞

LMST ({X1, ..., Xn}) n(d−1)/d

P

= γMST (d)

  • [0,1]d κ(x)(d−1)/ddx.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 3 / 26

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Introduction

Questions pertaining to statistics of geometric structures on random input X ⊂ Rd often involve analyzing sums of spatially correlated terms

  • x∈X

ξ(x, X), where the R-valued score function ξ, defined on pairs (x, X), represents the interaction of x with respect to X.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 4 / 26

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Introduction

Questions pertaining to statistics of geometric structures on random input X ⊂ Rd often involve analyzing sums of spatially correlated terms

  • x∈X

ξ(x, X), where the R-valued score function ξ, defined on pairs (x, X), represents the interaction of x with respect to X. The sums describe some global feature of the random structure in terms of local contributions ξ(x, X), x ∈ X.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 4 / 26

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Introduction

Questions pertaining to statistics of geometric structures on random input X ⊂ Rd often involve analyzing sums of spatially correlated terms

  • x∈X

ξ(x, X), where the R-valued score function ξ, defined on pairs (x, X), represents the interaction of x with respect to X. The sums describe some global feature of the random structure in terms of local contributions ξ(x, X), x ∈ X. We give some examples.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 4 / 26

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Random graphs

X ⊂ Rd finite; let G(X) be a graph on X. (a) For x ∈ X, put ξ(x, X) := 1 2(sum of lengths of edges in graph incident to x). Then

x∈X ξ(x, X) gives the total edge length of G(X).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 5 / 26

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Random graphs

X ⊂ Rd finite; let G(X) be a graph on X. (a) For x ∈ X, put ξ(x, X) := 1 2(sum of lengths of edges in graph incident to x). Then

x∈X ξ(x, X) gives the total edge length of G(X).

(b) k ∈ N; ξk(x, X) =

1 k+1(number of k-simplices containing x).

Then

  • x∈X

ξk(x, X) gives the number of k-simplices in G(X).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 5 / 26

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Random convex hulls

· X ⊂ Rd finite. Let co(X) denote the convex hull of X. · For x ∈ X, k ∈ {0, 1, ..., d − 1}, we put fk(x, X) :=

1 k+1(number of k − dimensional faces containing x).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 6 / 26

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Random convex hulls

· X ⊂ Rd finite. Let co(X) denote the convex hull of X. · For x ∈ X, k ∈ {0, 1, ..., d − 1}, we put fk(x, X) :=

1 k+1(number of k − dimensional faces containing x).

· Total number of k-dimensional faces of co(X):

  • x∈X fk(x, X).

· R´ enyi, Sulanke

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 6 / 26

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Continuum percolation

X ⊂ Rd; join two points with an edge iff they are distant at most one. ξcomp(x, X) := (size of component containing x)−1.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 7 / 26

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Continuum percolation

X ⊂ Rd; join two points with an edge iff they are distant at most one. ξcomp(x, X) := (size of component containing x)−1. Component count in continuum percolation model on X:

  • x∈X

ξcomp(x, X).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 7 / 26

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Random sequential adsorption

· Unit volume balls B1,n, B2,n..., arrive sequentially and uniformly at random on the cube [− n1/d

2 , n1/d 2 ]d.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 8 / 26

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Random sequential adsorption

· Unit volume balls B1,n, B2,n..., arrive sequentially and uniformly at random on the cube [− n1/d

2 , n1/d 2 ]d.

· The first ball B1,n is packed, and recursively for i = 2, 3, . . ., the i-th ball Bi,n is packed iff Bi,n does not overlap any ball in B1,n, ..., Bi−1,n which has already been packed. If not packed, the i-th ball is discarded.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 8 / 26

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Random sequential adsorption

· Unit volume balls B1,n, B2,n..., arrive sequentially and uniformly at random on the cube [− n1/d

2 , n1/d 2 ]d.

· The first ball B1,n is packed, and recursively for i = 2, 3, . . ., the i-th ball Bi,n is packed iff Bi,n does not overlap any ball in B1,n, ..., Bi−1,n which has already been packed. If not packed, the i-th ball is discarded. · X ⊂ Rd a temporally marked point set. Define the ‘score’ at (x, τx) ∈ X: ξ((x, τx), X) := 1 if ball centered at x with arrival time τx is accepted 0 otherwise.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 8 / 26

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Random sequential adsorption

· Unit volume balls B1,n, B2,n..., arrive sequentially and uniformly at random on the cube [− n1/d

2 , n1/d 2 ]d.

· The first ball B1,n is packed, and recursively for i = 2, 3, . . ., the i-th ball Bi,n is packed iff Bi,n does not overlap any ball in B1,n, ..., Bi−1,n which has already been packed. If not packed, the i-th ball is discarded. · X ⊂ Rd a temporally marked point set. Define the ‘score’ at (x, τx) ∈ X: ξ((x, τx), X) := 1 if ball centered at x with arrival time τx is accepted 0 otherwise. Total number of balls accepted:

x∈X ξ((x, τx), X).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 8 / 26

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Poisson input

· For purposes of exposition, we consider Poisson input on Rd. · By Poisson input, we mean a Poisson point process in Rd. The Poisson point process (PPP) on Rd is the probabilist’s way of placing points more

  • r less uniformly at random in space. The PPP with rate (intensity) τ is

denoted by Pτ and has these properties: (i) the number of points that Pτ puts in disjoint sets are independent r.v.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 9 / 26

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Poisson input

· For purposes of exposition, we consider Poisson input on Rd. · By Poisson input, we mean a Poisson point process in Rd. The Poisson point process (PPP) on Rd is the probabilist’s way of placing points more

  • r less uniformly at random in space. The PPP with rate (intensity) τ is

denoted by Pτ and has these properties: (i) the number of points that Pτ puts in disjoint sets are independent r.v. (ii) the number of points of Pτ in the set B is a Poisson r.v. with parameter equal to the product of τ and Lebesque measure of B.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 9 / 26

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Dimension estimators

P := homogeneous rate one Poisson pt process on Rd, x ∈ Rd, k ≥ 3. Dj := Dj(x, P):= dist. between x and its jth nearest neighbor in P.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 10 / 26

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Dimension estimators

P := homogeneous rate one Poisson pt process on Rd, x ∈ Rd, k ≥ 3. Dj := Dj(x, P):= dist. between x and its jth nearest neighbor in P. We have: (k − 2)  

k−1

  • j=1

log Dk Dj  

−1 D

= d(k − 2)(Γk−1,1)−1. Expectation of LHS is d. In other words the LHS is an unbiased estimator of dimension for any k ≥ 3 (Bickel + Levina).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 10 / 26

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Dj := Dj(x, P):= dist. between x and its jth nearest neighbor in P. We have E  (k − 2)  

k−1

  • j=1

log Dk Dj  

−1

 = d.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 11 / 26

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Dj := Dj(x, P):= dist. between x and its jth nearest neighbor in P. We have E  (k − 2)  

k−1

  • j=1

log Dk Dj  

−1

 = d. Let {Xi}n

i=1 be i.i.d. on manifold M ⊂ Rm; d := dim(M) ≤ m unknown.

  • Problem. Estimate intrinsic dimension d.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 11 / 26

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Dj := Dj(x, P):= dist. between x and its jth nearest neighbor in P. We have E  (k − 2)  

k−1

  • j=1

log Dk Dj  

−1

 = d. Let {Xi}n

i=1 be i.i.d. on manifold M ⊂ Rm; d := dim(M) ≤ m unknown.

  • Problem. Estimate intrinsic dimension d. Fix k ≥ 3. Put Xn := {Xi}n

i=1.

Define (spatially correlated) ‘score’ at X1 wrt Xn, by ξk(X1, Xn) := (k − 2)  

k−1

  • j=1

log Dk(X1, Xn) Dj(X1, Xn)  

−1

.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 11 / 26

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Dj := Dj(x, P):= dist. between x and its jth nearest neighbor in P. We have E  (k − 2)  

k−1

  • j=1

log Dk Dj  

−1

 = d. Let {Xi}n

i=1 be i.i.d. on manifold M ⊂ Rm; d := dim(M) ≤ m unknown.

  • Problem. Estimate intrinsic dimension d. Fix k ≥ 3. Put Xn := {Xi}n

i=1.

Define (spatially correlated) ‘score’ at X1 wrt Xn, by ξk(X1, Xn) := (k − 2)  

k−1

  • j=1

log Dk(X1, Xn) Dj(X1, Xn)  

−1

. Questions (i) Fix k ≥ 3. What conditions on M insure lim

n→∞ E [ξk(X1, Xn)] = dim M?

(ii) Are the sums

i≤n ξk(Xi, Xn) asymptotically normal?

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 11 / 26

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General questions

· When X ⊂ Rd is a random pt configuration, we have seen that the sums

  • x∈X

ξ(x, X) describe a global feature of some random structure.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 12 / 26

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General questions

· When X ⊂ Rd is a random pt configuration, we have seen that the sums

  • x∈X

ξ(x, X) describe a global feature of some random structure. · What is the distribution of these sums for large random pt configurations X? · Laws of large numbers? · Central limit theorems?

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 12 / 26

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Goals

P: a rate one Poisson point process on Rd. Restrict P to windows: Wn := [− n1/d

2 , n1/d 2 ]d.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 13 / 26

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Goals

P: a rate one Poisson point process on Rd. Restrict P to windows: Wn := [− n1/d

2 , n1/d 2 ]d.

  • Goal. Given a score function ξ(·, ·) defined on pairs (x, X), given a pt

process P, we seek the limit theory (LLN, CLT, variance asymptotics) for the total score Hξ

n :=

  • x∈P∩Wn

ξ(x, P ∩ Wn) and total measure µξ

n :=

  • x∈P∩Wn

ξ(x, P ∩ Wn)δn−1/dx.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 13 / 26

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Goals

P: a rate one Poisson point process on Rd. Restrict P to windows: Wn := [− n1/d

2 , n1/d 2 ]d.

  • Goal. Given a score function ξ(·, ·) defined on pairs (x, X), given a pt

process P, we seek the limit theory (LLN, CLT, variance asymptotics) for the total score Hξ

n :=

  • x∈P∩Wn

ξ(x, P ∩ Wn) and total measure µξ

n :=

  • x∈P∩Wn

ξ(x, P ∩ Wn)δn−1/dx. Tractable problems must be local in the sense that points far away from x should not play a role in the evaluation of the score ξ(x, P ∩ Wn).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 13 / 26

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Stabilization

We assume translation invariant scores: ξ(x, X) = ξ(0, X − x).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 14 / 26

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Stabilization

We assume translation invariant scores: ξ(x, X) = ξ(0, X − x). Key Definition. ξ is stabilizing wrt Poisson pt process P on Rd if there is R := Rξ(P) < ∞ a.s. (a ‘radius of stabilization’) such that ξ(0, P ∩ BR(0)) = ξ(0, (P ∩ BR(0)) ∪ A). for any locally finite A ⊂ Bc

R(0).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 14 / 26

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Stabilization

We assume translation invariant scores: ξ(x, X) = ξ(0, X − x). Key Definition. ξ is stabilizing wrt Poisson pt process P on Rd if there is R := Rξ(P) < ∞ a.s. (a ‘radius of stabilization’) such that ξ(0, P ∩ BR(0)) = ξ(0, (P ∩ BR(0)) ∪ A). for any locally finite A ⊂ Bc

R(0).

ξ is exponentially stabilizing wrt P if there is a constant c ∈ (0, ∞) such that P[Rξ(0, P) ≥ r] ≤ c exp(−r c), r ∈ [1, ∞).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 14 / 26

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Stabilization

Main idea: under stabilization conditions on ξ, the sums

  • x∈P∩Wn

ξ(x, P ∩ Wn) should behave like a sum of weakly dependent random variables

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 15 / 26

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Stabilization

P: rate one Poisson pt process on Rd; consider total edge length of the nearest neighbor graph on P. For x ∈ P, put ξ(x, P) := 1

2|x − xNN| if xand xNNare mutual nearest neighbors

|x − xNN| otherwise.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 16 / 26

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Stabilization

P: rate one Poisson pt process on Rd; consider total edge length of the nearest neighbor graph on P. For x ∈ P, put ξ(x, P) := 1

2|x − xNN| if xand xNNare mutual nearest neighbors

|x − xNN| otherwise. Then

x∈P∩Wn ξ(x, P ∩ Wn) gives the total edge length of nearest

neighbors graph on the window Wn. The radius of stabilization is Rξ(x, P) := 2|x − xNN|.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 16 / 26

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Moment condition

P: Poisson pt process on Rd.

  • Definition. ξ satisfies the p moment condition wrt P if

sup

n

sup

x,y∈Rd E |ξ(x, P ∪ {y})|p < ∞.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 17 / 26

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Weak law of large numbers for Poisson input P

Let P be a rate 1 Poisson pt process on Rd; Wn := [ −n1/d

2

, n1/d

2 ]d.

n :=

  • x∈P∩Wn

ξ(x, P ∩ Wn).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 18 / 26

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Weak law of large numbers for Poisson input P

Let P be a rate 1 Poisson pt process on Rd; Wn := [ −n1/d

2

, n1/d

2 ]d.

n :=

  • x∈P∩Wn

ξ(x, P ∩ Wn). Thm (WLLN): If ξ is stabilizing wrt P and satisfies the p moment condition for some p ∈ (1, ∞), then |n−1E Hξ

n − E ξ(0, P ∪ {0})| ≤ ǫn.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 18 / 26

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Weak law of large numbers for Poisson input P

Let P be a rate 1 Poisson pt process on Rd; Wn := [ −n1/d

2

, n1/d

2 ]d.

n :=

  • x∈P∩Wn

ξ(x, P ∩ Wn). Thm (WLLN): If ξ is stabilizing wrt P and satisfies the p moment condition for some p ∈ (1, ∞), then |n−1E Hξ

n − E ξ(0, P ∪ {0})| ≤ ǫn.

ǫn = O(n−1/d) if ξ is exponentially stabilizing wrt P.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 18 / 26

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Weak law of large numbers for Poisson input P

Let P be a rate 1 Poisson pt process on Rd; Wn := [ −n1/d

2

, n1/d

2 ]d.

n :=

  • x∈P∩Wn

ξ(x, P ∩ Wn). Thm (WLLN): If ξ is stabilizing wrt P and satisfies the p moment condition for some p ∈ (1, ∞), then | 1 nE Hξ

n − E ξ(0, P ∪ {0})| ≤ ǫn.

· We may replace Pn with n i.i.d. uniform r.v. {Xi}n

i=1 on [− n1/d 2 , n1/d 2 ]d:

lim

n→∞ n−1E n

  • i=1

ξ(Xi, {Xi}n

i=1) = E ξ(0, P ∪ {0}).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 19 / 26

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Weak law of large numbers

What about laws of large numbers on non-uniform input? Again, we first consider Poisson input with a non-uniform intensity.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 20 / 26

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Weak law of large numbers

What about laws of large numbers on non-uniform input? Again, we first consider Poisson input with a non-uniform intensity. Let Png be a Poisson pt process with intensity ng, i.e. the number of points of Png in a Borel set B is Poisson r.v. with parameter n

  • B g(x)dx

and the number of points in disjoint sets are independent r.v. It is the case that for stabilizing, trans. invariant ξ we have as n → ∞ ξ(n1/dx, n1/dPng) = ξ(0, n1/d(Png − x))

D

− → ξ(0, Pg(x)). Stabilization is a surrogate for continuity.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 20 / 26

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Weak law of large numbers for binomial input

Let {Xi}n

i=1 be i.i.d. r.v. with density g on [− 1 2, 1 2]d.

Thm (WLLN): If ξ is stabilizing wrt P and satisfies the p moment condition for some p ∈ (1, ∞), then lim

n→∞ n−1E n

  • i=1

ξ(n1/dXi, n1/d{Xi}n

i=1)

=

  • [− 1

2 , 1 2 ]d E [ξ(0, Pg(x) ∪ {0})]g(x)dx.

It is possible to simplify the right-hand side....

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 21 / 26

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Weak law of large numbers for binomial input

For any Poisson point process Pτ of intensity τ we have Pτ

D

= τ −1/dP1. If the score function ξ measures edge length, then ξ(ax, aX) = aξ(x, X). Thus ξ(0, Pτ) D = ξ(0, τ −1/dP1) = τ −1/dξ(0, P1). Thus

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 22 / 26

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Weak law of large numbers for binomial input

For any Poisson point process Pτ of intensity τ we have Pτ

D

= τ −1/dP1. If the score function ξ measures edge length, then ξ(ax, aX) = aξ(x, X). Thus ξ(0, Pτ) D = ξ(0, τ −1/dP1) = τ −1/dξ(0, P1). Thus Thm (WLLN): If ξ is stabilizing wrt P1 and satisfies the p moment condition for some p ∈ (1, ∞), then E

n

  • i=1

ξ(n1/dXi, n1/d{Xi}n

i=1) →

  • [− 1

2 , 1 2 ]d E [ξ(0, Pg(x) ∪ {0})]g(x)dx

=

  • [− 1

2 , 1 2 ]d E [ξ(0, P1 ∪ {0})]g(x)(d−1)/ddx

= E [ξ(0, P1 ∪ {0})]

  • [− 1

2, 1 2 ]d g(x)(d−1)/ddx Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 22 / 26

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Gaussian fluctuations for Poisson input P on Rd

Recall Hξ

n := x∈P∩Wn ξ(x, P ∩ Wn).

Thm (CLT): Assume ξ is exponentially stabilizing wrt P and satisfies the p moment condition for some p ∈ (5, ∞). Then sup

t∈R

  • P

 Hξ

n − E Hξ n

  • VarHξ

n

≤ t   − P[N(0, 1) ≤ t]

  • ≤ ǫn.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 23 / 26

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Gaussian fluctuations for Poisson input P on Rd

Recall Hξ

n := x∈P∩Wn ξ(x, P ∩ Wn).

Thm (CLT): Assume ξ is exponentially stabilizing wrt P and satisfies the p moment condition for some p ∈ (5, ∞). Then sup

t∈R

  • P

 Hξ

n − E Hξ n

  • VarHξ

n

≤ t   − P[N(0, 1) ≤ t]

  • ≤ ǫn.

Penrose + Y (2005), Penrose (2007): ǫn = O( (log n)3d

√n

). Lachi` eze-Rey, Schulte, + Y (2019): ǫn = O(

1

VarHξ

n

).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 23 / 26

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Variance asymptotics for Poisson input; volume order fluctuations

Given homogenous rate 1 Poisson input P on Rd, and a score ξ, put σ2(ξ) :=E ξ2(0, P)+ +

  • Rd[E ξ(0, P ∪ {x})ξ(x, P ∪ {0}) − E ξ(0, P)E ξ(x, P)]dx.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 24 / 26

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Variance asymptotics for Poisson input; volume order fluctuations

Given homogenous rate 1 Poisson input P on Rd, and a score ξ, put σ2(ξ) :=E ξ2(0, P)+ +

  • Rd[E ξ(0, P ∪ {x})ξ(x, P ∪ {0}) − E ξ(0, P)E ξ(x, P)]dx.

Thm (variance asymptotics): If ξ is exponentially stabilizing wrt P and satisfies the p moment condition for some p ∈ (2, ∞), then lim

n→∞ n−1VarHξ n = σ2(ξ) ∈ [0, ∞).

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 24 / 26

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Extensions: (i) Input can have fast decay of correlations

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 25 / 26

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Extensions: (i) Input can have fast decay of correlations (ii) Multivariate CLT with rates of convergence

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SLIDE 55

Extensions: (i) Input can have fast decay of correlations (ii) Multivariate CLT with rates of convergence (iii) Input on manifolds (iv) Our approach gives limit theory for the measures: µξ

n :=

  • x∈Pn

ξ(x, Pn)δn−1/dx.

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 25 / 26

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SLIDE 56

THANK YOU

Joe Yukich Asymptotic Theory for Statistics of Geometric Structures October 11, 2019 26 / 26