Variance asymptotics and central limit theorems for volumes of unions of random closed sets

Citation
Schreiber, Tomasz, Variance asymptotics and central limit theorems for volumes of unions of random closed sets, Advances in applied probability , 34(3), 2002, pp. 520-539
ISSN journal
00018678
Volume
34
Issue
3
Year of publication
2002
Pages
520 - 539
Database
ACNP
SICI code
Abstract
Let X, X1, X2, . be a sequence of i.i.d. random closed subsets of a certain locally compact, Hausdorff and separable base space E. For a fixed normalised Borel measure . on E, we investigate the behaviour of random variables .(E \ (X1 . . . . . Xn)) for large n. The results obtained include a description of variance asymptotics, strong law of large numbers and a central limit theorem. As an example we give an application of the developed methods for asymptotic analysis of the mean width of convex hulls generated by uniform samples from a multidimensional ball. Another example deals with unions of random balls in .d with centres distributed according to a spherically-symmetric heavy-tailed law.