EconPapers    
Economics at your fingertips  
 

Multivariate Normal Approximation for Functionals of Random Polytopes

Jens Grygierek ()
Additional contact information
Jens Grygierek: Osnabrück University

Journal of Theoretical Probability, 2021, vol. 34, issue 2, 897-922

Abstract: Abstract Consider the random polytope that is given by the convex hull of a Poisson point process on a smooth convex body in $$\mathbb {R}^d$$ R d . We prove central limit theorems for continuous motion invariant valuations including the Wills functional and the intrinsic volumes of this random polytope. Additionally we derive a central limit theorem for the oracle estimator that is an unbiased and minimal variance estimator for the volume of a convex set. Finally we obtain a multivariate limit theorem for the intrinsic volumes and the components of the $$\mathbf {f}$$ f -vector of the random polytope.

Keywords: Central limit theorem; Multivariate limit theorem; Intrinsic volumes; f-vector; Random polytope; Random convex hull; Stochastic geometry; Poisson point process; Oracle estimator; Volume estimation; 52A22; 60D05; 60F05 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-020-00985-3 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:34:y:2021:i:2:d:10.1007_s10959-020-00985-3

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-020-00985-3

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-03-20
Handle: RePEc:spr:jotpro:v:34:y:2021:i:2:d:10.1007_s10959-020-00985-3