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arXiv 1111.2504math.PRmath.MG
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泊松过程凸包的剩余面积

The remaining area of the convex hull of a Poisson process

Piet Groeneboom

摘要:

Cabo和Groeneboom(1994)利用Groeneboom(1988)的方法分析了强度为1的Poisson点过程在平面第一象限的左下凸包的剩余面积,给出了剩余面积在凸包边界的有限斜率区间上的期望和方差公式.然而,Groeneboom(1988)的时间反演参数在Cabo和Groeneboom(1994)中没有正确应用,导致方差的标度常数不正确。本文的目的是说明如何正确应用时间反演参数给出正确的表达式,这与Nagaev和Khamdamov(1991)和Buchta(2003)的结果一致。

英文摘要:

In Cabo and Groeneboom (1994) the remaining area of the left-lower convex hull of a Poisson point process with intensity one in the first quadrant of the plane was analyzed, using the methods of Groeneboom (1988), giving formulas for the expectation and variance of the remaining area for a finite interval of slopes of the boundary of the convex hull. However, the time inversion argument of Groeneboom (1988) was not correctly applied in Cabo and Groeneboom (1994), leading to an incorrect scaling constant for the variance. The purpose of this note is to show how the correct application of the time inversion argument gives the right expression, which is in accordance with results in Nagaev and Khamdamov (1991) and Buchta (2003).

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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