PreprintCC BY 4.0arXiv
Functional central limit theorems for Laguerre tessellations
Abstract
We study empirical processes of observable extreme generators in stationary Poisson-Laguerre tessellations, with each generator weighted either by one or by the volume of its cell. Under moment assumptions that allow heavy-tailed marks, we prove functional central limit theorems as the observation window grows, on compact intervals where the mark law has a bounded density. We also obtain covariance asymptotics with a surface-order error and quantitative univariate and multivariate Gaussian approximation.
Related
- Point process convergence of large inradii of Poisson-Laguerre tessellations
- Global central limit theorems for Markov chains
- Global Central Limit Theorems for Markov chains with normal transition operator
- Central Limit Theorems for Finitary Factors of iid Processes
- Central Limit Theorems for Sample Fréchet Means of Manifold-Valued Markov Chains
BibTeX
@misc{bhattacharjee2026functional,
title = {{Functional central limit theorems for Laguerre tessellations}},
author = {Chinmoy Bhattacharjee and Anna Gusakova and Christian Hirsch},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.06372},
eprint = {2610.06372},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.06372},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Functional central limit theorems for Laguerre tessellations
AU - Chinmoy Bhattacharjee
AU - Anna Gusakova
AU - Christian Hirsch
PY - 2026
DA - 2026/10/05
PB - arXiv
DO - 10.48550/arxiv.2610.06372
UR - https://arxiv.org/abs/2610.06372
AB - We study empirical processes of observable extreme generators in stationary Poisson-Laguerre tessellations, with each generator weighted either by one or by the volume of its cell. Under moment assumptions that allow heavy-tailed marks, we prove functional central limit theorems as the observation window grows, on compact intervals where the mark law has a bounded density. We also obtain covariance asymptotics with a surface-order error and quantitative univariate and multivariate Gaussian approximation.
ER -