Empirical distributions in marked point processes

Zbynek Pawlas

Stochastic Processes and their Applications, 2009, vol. 119, issue 12, 4194-4209

Abstract: We study the asymptotic behaviour of the empirical distribution function derived from a stationary marked point process when a convex sampling window is expanding without bounds in all directions. We consider a random field model which assumes that the marks and the points are independent and admits dependencies between the marks. The main result is the weak convergence of the empirical process under strong mixing conditions on both independent components of the model. Applying an approximation principle weak convergence can be also shown for appropriately weighted empirical process defined from a stationary d-dimensional germ-grain process with dependent grains.

Keywords: Empirical; process; Geostatistical; marking; Germ-grain; process; Marked; point; process; Random; field; Strong; mixing (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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