Concentration inequalities for Poisson point processes with application to adaptive intensity estimation

2016/12/23 by Kroll, Martin
#60E15 #62G05 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1612.07901

Abstract

We derive concentration inequalities for maxima of empirical processes associated with Poisson point processes. The proofs are based on a careful application of Ledoux's entropy method. We demonstrate the utility of the obtained concentration inequalities by application to adaptive intensity estimation.

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