A U-statistic of a Poisson point process is defined as the sum ∑ f (x₁, · · ·, xk) over all (possibly infinitely many) k-tuples of distinct points of the point process. Using the Malliavin calculus, ...
This paper establishes expectation and variance asymptotics for statistics of the Poisson-Voronoi approximation of general sets, as the underlying intensity of the Poisson point process tends to ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...