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THE MAXIMUM OF A RATCHET SCANNING PROCESS OVER A POISSON RANDOM FIELD
Scan statistic is a popular method in searching non-random clusters over some random field. Motivated by a high energy particle detection problem, we are interested in a ratchet scan statistic whose scanning window is a grid set, instead of a rectangular box. We further generalize it to an r-dimensi...
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Published in: | Statistica Sinica 2013-10, Vol.23 (4), p.1541-1551 |
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Main Author: | |
Format: | Article |
Language: | English |
Subjects: | |
Online Access: | Get full text |
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Summary: | Scan statistic is a popular method in searching non-random clusters over some random field. Motivated by a high energy particle detection problem, we are interested in a ratchet scan statistic whose scanning window is a grid set, instead of a rectangular box. We further generalize it to an r-dimensional problem for any r ∈ ℤ+ and provide a tail probability approximation for a ratchet scan statistic over an r-dimensional homogeneous Poisson process. We show that the ratchet effect can be factored out as an overshoot function ν in each dimension. |
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ISSN: | 1017-0405 1996-8507 |
DOI: | 10.5705/ss.2012.062s |