La loi des grands nombres de Prokhorov dans les espaces de type
Observations are made on a point process in in a window of volume . The observation, or ‘score’ at a point , here denoted , is a function of the points within a random distance of . When the input is a Poisson or binomial point process, the large limit theory for the total score , when properly scaled and centered, is well understood. In this paper we establish general laws of large numbers, variance asymptotics, and central limit theorems for the total score for Gibbsian input ....
We prove stable limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from nonintegrable observables over certain piecewise expanding maps. This is done by extending Darling–Kac theory to a suitable family of infinite measure preserving transformations.
Let Gd be the semi-direct product of R*+ and Rd, d ≥ 1 and let us consider the product group Gd,N = Gd x RN, N ≥ 1. For a large class of probability measures μ on Gd,N, one prove that there exists ρ(μ) ∈ ]0,1] such that the sequence of finite measures{(n(N+3)/2 / ρ(μ)n) μ*n}n ≥ 1converges weakly to a non-degenerate measure.