In generalization of the well-known formulae for quermass densities of stationary and isotropic Boolean models, we prove corresponding results for densities of mixed volumes in the stationary situation and show how they can be used to determine the intensity of non-isotropic Boolean models Z in d-dimensional space for d = 2, 3, 4. We then consider non-stationary Boolean models and extend results of Fallert on quermass densities to densities of mixed volumes. In particular, we present explicit formulae for a planar inhomogeneous Boolean model with circular grains.

The (unoriented or oriented) mean normal measure of a stationary process of convex particles carries information on the mean shape of the particles and may, in particular, be useful for describing and detecting anisotropy of the particle process. This paper investigates the mean normal measure under the aspect of its determination from intersections, especially with lines or hyperplanes.

New metrics are introduced in the space of random measures and are applied, with various modifications of the contraction method, to prove existence and uniqueness results for self-similar random fractal measures. We obtain exponential convergence, both in distribution and almost surely, of an iterative sequence of random measures (defined by means of the scaling operator) to a unique self-similar random measure. The assumptions are quite weak, and correspond to similar conditions in the deterministic case.

The fixed mass case is handled in a direct way based on regularity properties of the metrics and the properties of a natural probability space. Proving convergence in the random mass case needs additional tools, such as a specially adapted choice of the space of random measures and of the space of probability distributions on measures, the introduction of reweighted sequences of random measures and a comparison technique.

In the statistical analysis of random sets, it is useful to have simple statistics that can be used to describe the realizations of these sets. The cumulants and several other standardized moments such as the correlation and second cumulant can be used for this purpose, but their estimators can be excessively variable if the most straightforward estimation strategy is used. Through exploitation of similarities between this estimation problem and a similar one for a point process statistic, two modifications are proposed. Analytical results concerning the effects of these modifications are found through use of a specialized asymptotic regime. Simulation results establish that the modifications are highly effective at reducing estimator standard deviations for Boolean models. The results suggest that the reductions in variance result from a balanced use of information in the estimation of the first and second moments, through eliminating the use of observations that are not used in second moment estimation.

A generalization of Markov point processes is introduced in which interactions occur between connected components of the point pattern. A version of the Hammersley-Clifford characterization theorem is proved which states that a point process is a Markov interacting component process if and only if its density function is a product of interaction terms associated with cliques of connected components. Integrability and superpositional properties of the processes are shown and a pairwise interaction example is used for detailed exploration.

In [8], Le showed that procrustean mean shapes of samples are consistent estimates of Fréchet means for a class of probability measures in Kendall's shape spaces. In this paper, we investigate the analogous case in Bookstein's shape space for labelled triangles and propose an estimator that is easy to compute and is a consistent estimate of the Fréchet mean, with respect to sinh(δ/√2), of any probability measure for which such a mean exists. Furthermore, for a certain class of probability measures, this estimate also tends almost surely to the Fréchet mean calculated with respect to the Riemannian distance δ.

Consider the following birth-growth model in ℝ. Seeds are born randomly according to an inhomogeneous space-time Poisson process. A newly formed point immediately initiates a bi-directional coverage by sending out a growing branch. Each frontier of a branch moves at a constant speed until it meets an opposing one. New seeds continue to form on the uncovered parts on the line. We are interested in the time until a bounded interval is completely covered. The exact and limiting distributions as the length of interval tends to infinity are obtained for this completion time by considering a related Markov process. Moreover, some strong limit results are also established.

For several common parent laws, the number of vertices of a sample convex hull follows a kind of law of large numbers. We exhibit an example of a parent law which contradicts a general conjecture about this matter.

Useful approximations have been developed along the years to predict the precision of systematic sampling for measurable functions of a bounded support in ℝd . Recently, the theory of systematic sampling on ℝ has received a thrust. In geometric sampling, design based unbiased estimators exist, however, which imply systematic sampling on the circle (𝕊1) and the semicircle (ℍ1); the planimeter estimator of an area, or the Buffon-Steinhaus estimator of curve length in the plane constitute popular examples. Over the last two decades, many other estimators of geometric measures have been obtained which imply systematic sampling also on the sphere (𝕊2). In this paper we adapt the theory available for non-periodic functions of bounded support on ℝ to periodic functions, and thereby to 𝕊1 and ℍ1, and we obtain new estimators of the corresponding variance approximations. Further we consider - we believe for the first time - the problem of predicting the precision of systematic sampling in 𝕊2. The paper starts with a historical perspective, and ends with suggestions for further research.

We study Poisson-Voronoi tessellations in three-dimensional hyperbolic spaces, and give explicit expressions for mean surface area, mean perimeter length, and mean number of vertices of their cells. Furthermore we compare these mean characteristics with those for Poisson-Voronoi tessellations in three-dimensional Euclidean spaces. It is shown that, as the absolute value of the curvature of hyperbolic spaces increases from zero to infinity, these mean characteristics increase monotonically from those for the Euclidean case to infinity.

Extending the cascade model for food webs, we introduce a cyclic cascade model which is a random generation model of cyclic dominance relations. Put n species as n points Q 1,Q 2,…, Q n on a circle. If the counterclockwise way from Q i to Q j on the circle is shorter than the clockwise way, we say Q i dominates Q j . Consider a tournament whose dominance relations are generated from the points on a circle by this rule. We show that when we take n mutually independently distributed points on the circle, the probability of getting a regular tournament of order 2r+1 as the largest regular tournament is equal to (n/(2r+1))/2n-1. This probability distribution is for the number of existing species after a sufficiently long period, assuming a Lotka-Volterra cyclic cascade model.

Often, the statistical analysis of the shape of a random planar curve is based on a model for a polygonal approximation to the curve. In the present paper, we instead describe the curve as a continuous stochastic deformation of a template curve. The advantage of this continuous approach is that the parameters in the model do not relate to a particular polygonal approximation. A somewhat similar approach has been used in Kent et. al. (1996), who describe the limiting behaviour of a model with a first-order Markov property as the landmarks on the curve become closely spaced; see also Grenander (1993). The model studied in the present paper is an extension of this model. Our model possesses a second-order Markov property. Its geometrical characteristics are studied in some detail and an explicit expression for the covariance function is derived. The model is applied to the boundaries of profiles of cell nuclei from a benign tumour and a malignant tumour. It turns out that the model with the second-order Markov property is the most appropriate, and that it is indeed possible to distinguish between the two samples.

The paper compares non-parametric (design-based) and parametric (model-based) approaches to the analysis of data in the form of replicated spatial point patterns in two or more experimental groups. Basic questions for data of this kind concern estimating the properties of the underlying spatial point process within each experimental group, and comparing the properties between groups. A non-parametric approach, building on work by Diggle et. al. (1991), summarizes each pattern by an estimate of the reduced second moment measure or K-function (Ripley (1977)) and compares mean K-functions between experimental groups using a bootstrap testing procedure. A parametric approach fits particular classes of parametric model to the data, uses the model parameter estimates as summaries and tests for differences between groups by comparing fits with and without the assumption of common parameter values across groups. The paper discusses how either approach can be implemented in the specific context of a single-factor replicated experiment and uses simulations to show how the parametric approach can be more efficient when the underlying model assumptions hold, but potentially misleading otherwise.

The intensity of a stationary process of k-dimensional affine subspaces (k-flats) of ℝd with directional distribution from a given family R is estimated by observing the process in a compact window. To this end we introduce a type of unbiased estimator (the R-estimator) using the available information about the directional distribution.

Special cases are estimators for the intensity of stationary k-flat processes (1) with known directional distribution, (2) with directional distribution invariant with respect to a subgroup of the group of rotations in ℝd and (3) with unknown directional distribution.

We give sufficient conditions for the R-estimator to be the uniformly best unbiased estimator for the intensity of stationary Poisson k-flat processes with directional distribution in R. Equivalent statements for certain types of stationary Cox flat processes can be deduced directly from the results in the Poisson case.

Moreover, we consider stationary ergodic flat processes with directional distribution in R and general stationary flat processes with unknown directional distribution, all with a non-degeneracy property. In both cases our estimator turns out to be the uniformly best unbiased estimator from a restricted set of estimators. The result for general stationary flat processes is proved with the help of a factorization result for the second factorial moment measure.

We identify the Fréchet mean shape with respect to the Riemannian metric of a class of probability measures on Bookstein's shape space of labelled triangles and show, in contrast to the case of Kendall's shape space, that the Fréchet mean shape of the probability measure on Bookstein's shape space induced from independent normal distributions on vertices, having the same covariance matrix σ2 I 2, is not necessarily the shape of the means.

Consider the Delaunay graph and the Voronoi tessellation constructed with respect to a Poisson point process. The sequence of nuclei of the Voronoi cells that are crossed by a line defines a path on the Delaunay graph. We show that the evolution of this path is governed by a Markov chain. We study the ergodic properties of the chain and find its stationary distribution. As a corollary, we obtain the ratio of the mean path length to the Euclidean distance between the end points, and hence a bound for the mean asymptotic length of the shortest path.

We apply these results to define a family of simple incremental algorithms for constructing short paths on the Delaunay graph and discuss potential applications to routeing in mobile communication networks.

By using an adaptation of the radial generation method, we give an integral formula for the proportion of triangles in a Poisson-Voronoi tessellation, which gives a value of 0.0112354 to 7 decimal places. We also obtain the first four moments of some characteristics of triangles.

Suppose n particles x i in a region of the plane (possibly representing biological individuals such as trees or smaller organisms) have a joint density proportional to exp{-∑i<j ϕ(n(x i -x j ))}, with ℝd ; a specified function of compact support. We obtain a Poisson process limit for the collection of rescaled interparticle distances as n becomes large. We give corresponding results for the case of several types of particles, representing different species, and also for the area-interaction (Widom-Rowlinson) point process of interpenetrating spheres.

We consider the uncovered set (i.e. the complement of the union of growing random intervals) in the one-dimensional Johnson-Mehl model. Let S(z,L) be the number of components of this set at time z > 0 which intersect (0, L]. An explicit bound is known for the total variation distance between the distribution of S(z,L) and a Poisson distribution, but due to clumping of the components the bound can be rather large. We here give a bound for the total variation distance between the distribution of S(z,L) and a simple compound Poisson distribution (a Pólya-Aeppli distribution). The bound is derived by interpreting S(z,L) as the number of visits to a ‘rare’ set by a Markov chain, and applying results on compound Poisson approximation for Markov chains by Erhardsson. It is shown that under a mild condition, if z→∞ and L→∞ in a proper fashion, then both the Pólya-Aeppli and the Poisson approximation error bounds converge to 0, but the convergence of the former is much faster.

We study the probability theory of countable dense random subsets of (uncountably infinite) Polish spaces. It is shown that if such a set is stationary with respect to a transitive (locally compact) group of symmetries then any event which concerns the random set itself (rather than accidental details of its construction) must have probability zero or one. Indeed the result requires only quasi-stationarity (null-events stay null under the group action). In passing, it is noted that the property of being countable does not correspond to a measurable subset of the space of subsets of an uncountably infinite Polish space.