Local central limit theorems in stochastic geometry
Mathew D. Penrose, Yuval Peres

TL;DR
This paper establishes a general local central limit theorem applicable to sums of independent variables, with applications in stochastic geometry such as percolation, random graphs, coverage models, and sequential adsorption.
Contribution
It introduces a new local central limit theorem for sums where one component satisfies a CLT and the other a local CLT, with applications to various stochastic geometry models.
Findings
Derived a general local CLT for sums of independent variables.
Applied the theorem to percolation, random graphs, and coverage models.
Provided concrete probabilistic estimates for geometric quantities.
Abstract
We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply this result to various quantities arising in stochastic geometry, including: size of the largest component for percolation on a box; number of components, number of edges, or number of isolated points, for random geometric graphs; covered volume for germ-grain coverage models; number of accepted points for finite-input random sequential adsorption; sum of nearest-neighbour distances for a random sample from a continuous multidimensional distribution.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Point processes and geometric inequalities · Markov Chains and Monte Carlo Methods
