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arXiv · 1612.07901

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

Martin Kroll
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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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Martin Kroll. 2016-12-23. Concentration inequalities for Poisson point processes with application to adaptive intensity estimation. https://arxiv.org/abs/1612.07901

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