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Mixing properties and central limit theorem for associated point processes

Authors :
Poinas, Arnaud
Delyon, Bernard
Lavancier, Frédéric
Publication Year :
2017

Abstract

Positively (resp. negatively) associated point processes are a class of point processes that induce attraction (resp. inhibition) between the points. As an important example, determinantal point processes (DPPs) are negatively associated. We prove $\alpha$-mixing properties for associated spatial point processes by controlling their $\alpha$-coefficients in terms of the first two intensity functions. A central limit theorem for functionals of associated point processes is deduced, using both the association and the $\alpha$-mixing properties. We discuss in detail the case of DPPs, for which we obtain the limiting distribution of sums, over subsets of close enough points of the process, of any bounded function of the DPP. As an application, we get the asymptotic properties of the parametric two-step estimator of some inhomogeneous DPPs.

Subjects

Subjects :
Mathematics - Statistics Theory

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1705.02276
Document Type :
Working Paper