SearcharxivSearch

arXiv · 2604.09248

Limit laws for longest edges in empty region graphs

Abstract

Empty region graphs are graphs whose vertices are points in $\mathbb{R}^d$ and where two vertices are connected by an edge whenever some associated region does not contain any other vertices. We investigate the asymptotic behaviour of long edges in empty region graphs generated by a stationary Poisson process in $\mathbb{R}^d$. {Letting} the intensity of the underlying Poisson process tend to infinity, we consider the associated point process of edge midpoints, suitably transformed edge lengths, and directions of the edges. We prove that it converges in distribution to a Poisson process on $\mathbb{R}^d \times \mathbb{R}\times\mathbb{L}^d$, where $\mathbb{L}^d$ is the space of lines in $\mathbb{R}^d$ through the origin, and that the suitably transformed length of the longest edge with midpoint in an observation window converges in distribution to a Gumbel distributed random variable. Our approach yields explicit error bounds in Kantorovich--Rubinstein distance for the point process convergence {when restricting to an observation window} and in Kolmogorov distance for the maximal edge length. The results apply uniformly to a broad class of empty region graphs, including the Gabriel graph, the relative neighbourhood graph, the beta-skeleton graph, the Mastercard graph, and the Pacman graph.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Holger Sambale, Matthias Schulte, Christoph Thaele. 2026-04-10. Limit laws for longest edges in empty region graphs. https://arxiv.org/abs/2604.09248

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR