Stationary random measures : Covariance asymptotics, variance bounds and
central limit theorems
Stationary random measures : Covariance asymptotics, variance bounds and
central limit theorems
We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of random measures involving higher-order integrals of the truncated correlation measures and higher-order derivatives of the test functions and …