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On the Asymptotic Distribution of the Scan Statistic for Point Clouds

4 October 2019
Ying Zhang
Wen-Xin Zhou
ArXiv (abs)PDFHTML
Abstract

We derive the large-sample distribution of several variants of the scan statistic applied to a point process on an interval, which can be applied to detect the presence of an anomalous interval with any length. The main ingredients in the proof are Kolmogorov's theorem, a Poisson approximation, and recent technical results by Kabluchko et al (2014).

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