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Limit laws for large $k$th-nearest neighbor balls

Published online by Cambridge University Press:  06 July 2022

Nicolas Chenavier*
Affiliation:
Université du Littoral Côte d’Opale
Norbert Henze*
Affiliation:
Karlsruhe Institute of Technology (KIT)
Moritz Otto*
Affiliation:
Otto von Guericke University Magdeburg
*
*Postal address: 50 rue Ferdinand Buisson, 62228 Calais, France. Email address: nicolas.chenavier@univ-littoral.fr
**Postal address: Englerstr. 2, D-76133 Karlsruhe, Germany. Email address: Norbert.Henze@kit.edu
***Postal address: Aarhus University, Ny Munkegade 118, 8000 Aarhus C, Denmark. Email address: otto@math.au.dk

Abstract

Let $X_1,X_2, \ldots, X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density f. Under some conditions on f, we obtain a Poisson limit theorem, as $n \to \infty$ , for the number of large probability kth-nearest neighbor balls of $X_1,\ldots, X_n$ . Our result generalizes Theorem 2.2 of [11], which refers to the special case $k=1$ . Our proof is completely different since it employs the Chen–Stein method instead of the method of moments. Moreover, we obtain a rate of convergence for the Poisson approximation.

Type
Original Article
Copyright
© The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust

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