The Annals of Statistics

Stable marked point processes

Tucker McElroy and Dimitris N. Politis

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In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson process. Under this assumption, we study the limit behavior of the partial sums of the marked point process {(ti, X(ti))}, where X(t) is a stationary random field and the points ti are generated from an independent Poisson random measure ℕ on ℝd. We define the sample mean and sample variance statistics and determine their joint asymptotic behavior in a heavy-tailed setting, thus extending some finite variance results of Karr [Adv. in Appl. Probab. 18 (1986) 406–422]. New results on subsampling in the context of a marked point process are also presented, with the application of forming a confidence interval for the unknown mean under an unknown degree of heavy tails.

Article information

Ann. Statist., Volume 35, Number 1 (2007), 393-419.

First available in Project Euclid: 6 June 2007

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62M10: Time series, auto-correlation, regression, etc. [See also 91B84] 62M30: Spatial processes 62M40: Random fields; image analysis

Heavy-tailed random variables Poisson process random field stable random measure subsampling


McElroy, Tucker; Politis, Dimitris N. Stable marked point processes. Ann. Statist. 35 (2007), no. 1, 393--419. doi:10.1214/009053606000001163.

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