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On the rate of normal approximation for Poisson continuum percolation

Tiffany Y.Y. Lo and Aihua Xia

Statistics & Probability Letters, 2024, vol. 210, issue C

Abstract: It is known that the cardinality of the largest cluster of a percolating Poisson process restricted to a large finite box is asymptotically normal. In this note, we establish a rate of convergence for the statement. As each point in the largest cluster is determined by points as far as the diameter of the box, known results in the literature of normal approximation for Poisson functionals appear to be inapplicable. To disentangle the long-range dependence of the largest cluster, we use the fact that the second largest cluster has comparatively shorter range of dependence to restrict the range of dependence, apply a recent result of Chen et al. (2021) to obtain a Berry–Esseen type bound for the normal approximation of the number of points belonging to clusters that have a restricted range of dependence, and then estimate the gap between this quantity and the cardinality of the largest cluster.

Keywords: Berry–Esseen bound; Poisson percolation; Stein’s method (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110110

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