Generalized limit theorems for U-max statistics

Author:

Nikitin Yakov,Simarova EkaterinaORCID

Abstract

Abstract $U{\hbox{-}}\textrm{max}$ statistics were introduced by Lao and Mayer in 2008. Such statistics are natural in stochastic geometry. Examples are the maximal perimeters and areas of polygons and polyhedra formed by random points on a circle, ellipse, etc. The main method to study limit theorems for $U{\hbox{-}}\textrm{max}$ statistics is via a Poisson approximation. In this paper we consider a general class of kernels defined on a circle, and we prove a universal limit theorem with the Weibull distribution as a limit. Its parameters depend on the degree of the kernel, the structure of its points of maximum, and the Hessians of the kernel at these points. Almost all limit theorems known so far may be obtained as simple special cases of our general theorem. We also consider several new examples. Moreover, we consider not only the uniform distribution of points but also almost arbitrary distribution on a circle satisfying mild additional conditions.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference21 articles.

1. Matrix Analysis

2. [14] Mayer, M. (2008). Random diameters and other U-max-statistics. Doctoral thesis, University of Bern.

3. U-max-statistics and limit theorems for perimeters and areas of random polygons

4. Theory of U-Statistics

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