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Normal approximation in total variation for statistics in geometric probability

Published online by Cambridge University Press:  03 July 2023

Tianshu Cong*
Affiliation:
Jilin University, University of Melbourne
Aihua Xia*
Affiliation:
University of Melbourne
*
*Postal address: School of Mathematics and Statistics, the University of Melbourne, Parkville VIC 3010, Australia.
*Postal address: School of Mathematics and Statistics, the University of Melbourne, Parkville VIC 3010, Australia.
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Abstract

We use Stein’s method to establish the rates of normal approximation in terms of the total variation distance for a large class of sums of score functions of samples arising from random events driven by a marked Poisson point process on $\mathbb{R}^d$. As in the study under the weaker Kolmogorov distance, the score functions are assumed to satisfy stabilisation and moment conditions. At the cost of an additional non-singularity condition, we show that the rates are in line with those under the Kolmogorov distance. We demonstrate the use of the theorems in four applications: Voronoi tessellations, k-nearest-neighbours graphs, timber volume, and maximal layers.

Information

Type
Original Article
Copyright
© The Author(s), 2023. Published by Cambridge University Press on behalf of Applied Probability Trust
Figure 0

Figure 1. $\nu=50$.

Figure 1

Figure 2. $\nu=100$.

Figure 2

Figure 3. k-nearest: stabilisation.

Figure 3

Figure 4. k-nearest: $A_t$.

Figure 4

Figure 5. k-nearest: non-singularity.

Figure 5

Figure 6. Voronoi tessellation.

Figure 6

Figure 7. Voronoi: stabilisation.

Figure 7

Figure 8. Maximal layers.

Figure 8

Figure 9. Existence of u and v.