Intersections of Poisson -flats
in constant curvature spaces
Abstract
Poisson processes in the space of -dimensional totally geodesic subspaces (-flats) in
a -dimensional standard space of constant curvature are studied, whose distributions are invariant under the isometries of the space. We consider the intersection processes of order together with their -dimensional Hausdorff measure within a geodesic ball of radius . Asymptotic normality for fixed is shown as the intensity of the underlying Poisson process tends to infinity for all satisfying . For the problem is also approached in the set-up where the intensity is fixed and tends to infinity. Again, if a central limit theorem is shown for all possible values of . However, while for asymptotic normality still holds if , we prove for convergence to a non-Gaussian infinitely divisible limit distribution in the special case . The proof of asymptotic normality is based on the analysis of variances and general bounds available from the Malliavin–Stein method. We also show for general that, roughly speaking, the variances within a general observation window are maximal if and only if is a geodesic ball having the same volume as . Along the way we derive a new integral-geometric formula of Blaschke–Petkantschin type in a standard space of constant curvature.
Keywords. Blaschke–Petkantschin formula, central limit theorem, constant curvature space, Malliavin–Stein method, integral geometry, stochastic geometry, Poisson -flat process, random measure, U-statistic.
MSC. Primary: 60D05, 53C65, 52A22, Secondary: 52A55, 60F05
1 Introduction and statement of the results
Stochastic geometry deals with the development and the probabilistic and geometric analysis of models for complex spatial random structures, typically in a Euclidean space of dimension . However, in recent years also stochastic geometry in non-Euclidean and especially in spherical and hyperbolic spaces has become an active field of research. The aim of this branch of stochastic geometry is to distinguish those properties of a random geometric system which are universal to some extent from the ones which are sensitive to the underlying geometry, especially to the curvature of the underlying space. We mention by way of example the studies [6, 7, 20] on random convex hulls, the papers [5, 21, 22, 26, 27, 29, 30, 32] on random tessellations as well as the works [4, 8, 15, 16, 17, 18, 40] on geometric random graphs and networks. The present paper continues this line of research and naturally connects to the articles [26, 32]. We shall now explain our framework as well as our results.
In this paper we deal with a -dimensional standard space of constant curvature . For we denote by the space of -flats, that is, the space of -dimensional totally geodesic submanifolds, of . Each of the spaces carries a suitably normalized isometry invariant measure ; the reader may consult Section 2.1 for a detailed description. Next, for we let be a Poisson process on with intensity measure and refer to as a Poisson process of -flats in of intensity . To introduce the volume functional of intersection processes associated with , let be such that and for a Borel set define
(1.1) |
Here, for denotes the -dimensional Hausdorff measure with respect to the intrinsic metric of , and we write for the collection of all -tuples of distinct -flats in the support of . For example, measures the total -volume in of the trace of all -flats from , while if is an integer, then counts the number of points in that arise as intersection points of -tuples of -flats from . In classical stochastic geometry in Euclidean space, that is, for , central limit theorems for the centred and normalized versions of these random variables have been derived in [24, 28, 36] on different levels of generality. In fact, there are two basic set-ups for which one can study the fluctuations of :
-
(i)
For a fixed Borel set with , define
(1.2) and consider the asymptotics as .
-
(ii)
For and for each , let be a geodesic ball in , define
(1.3) and for fixed consider the asymptotics as .
We start by considering the set-up described in (i). To measure the speed of convergence in the central limit theorem, we write for the Wasserstein distance and for the Kolmogorov distance between two random variables and , which are given by
where is the class of Lipschitz functions on with Lipschitz constant and is the class of indicator functions of intervals of the form , . The constants in the forthcoming theorems depend on the dimension only (further dependence on , for instance, can be subsumed under the dependence on ).
Theorem 1.1 (Central limit theorem for large intensities).
Let and consider a Poisson process of -flats in with and . Let be such that . Let be a standard Gaussian random variable, and let be a Borel set with . Then there is a constant such that
for all . In particular, satisfies a central limit theorem, as .
In fact, Theorem 1.1 is a direct consequence of the general quantitative central limit theorem for Poisson U-statistics in [45, Theorem 4.7] and [50, Theorem 4.2], see also [14, Example 4.12] and Section 3.2 for an argument.
It is an important observation that in Euclidean space, that is, for , and if we take for a ball of radius , the set-up considered in Theorem 1.1 is – up to rescaling – equivalent to considering a fixed intensity and letting grow to infinity at an appropriate speed. However, the equivalence breaks down for . In fact, it was already shown in [26] for and that in hyperbolic space no central limit theorem holds, and an extension of this finding is stated as Theorem 1.4 of the present paper. Since in the Euclidean case we have for all and with that
for , where is a constant, depending only on , and , we can from now on restrict our attention to the case of hyperbolic space. In fact, by the compactness of the spherical space , spherical caps are bounded, which is the reason why in set-up (ii) we have restricted ourselves to the two non-compact space forms corresponding to . For simplicity of notation, let us assume that in what follows. Moreover we write for , for , instead of , and for . We are now in the position to formulate a quantitative central limit theorem for , as , for particular choices of the parameters , and .
Theorem 1.2 (Central limit theorem for large radii and ).
Consider a Poisson process of -flats in with and . Let be a standard Gaussian random variable and . For let be the random variable defined at (1.3). Then there exist constants such that the following assertions are true for any .
-
(i)
If , then and
(1.4) -
(ii)
If , then and
(1.5) -
(iii)
If , then and
(1.6)
In particular, under each of the assumptions (i), (ii) or (iii) the random variables satisfy a central limit theorem, as .
Remark 1.3.
For , the intersection order can be at most for all , since . Only in the exceptional case we can have the intersection order . Thus, dealing only with in Theorem 1.2 covers all possible cases, provided that .
The probabilistic analysis of the fluctuations of in the special case has been carried out in [26, 32]. It has been shown there that in this case a central limit theorem for holds for the space dimensions and ; Theorem 1.2 recovers this result, but our argument is partly based on the previous work [26]. In addition, it has also been shown in [26] that there is no asymptotic normality for if or for arbitrary admissible . In the special case the infinitely divisible non-Gaussian limit distribution for dimensions has been identified in [32, Theorem 2.1]. The following conjecture appears now natural in the light of Theorem 1.2 and the results just described.
Conjecture. Consider a Poisson process of -flats in , , with . For and such that , let be the random variable defined at (1.3). If , then the family of random variables does not satisfy a central limit theorem, as .
While we are not able to fully verify this conjecture, even not in the case as explained in [26], we have the following partial result for which strongly supports the conjecture. In the following, we write to indicate convergence in distribution. For integers , we set for the surface measure of the Euclidean unit sphere of dimension . Similarly as before, we write for with .
In the following theorem, denotes an inhomogeneous Poisson process on with intensity function given by .
Theorem 1.4 (Non-Gaussian fluctuations for and ).
Consider a Poisson process of -flats in , where and . If , then
where is the infinitely divisible, centred random variable given by
(1.7) |
and is an inhomogeneous Poisson process on with intensity function given above.
Remark 1.5.
-
(i)
By Proposition 3.1 below, the rescaling in the previous theorem is of the same order as as , up to a multiplicative constant.
-
(ii)
As in [32, Remark 2.3] one shows by means of a martingale argument that the limit in (1.7) exists almost surely and in . The fact that is infinitely divisible follows from the Lévi–Khinchin formula and the explicit representation (4.2) of the characteristic function of , which we establish in the course of the proof of Theorem 1.4. The latter also shows that has no Gaussian component. To explain the centering in (1.7), we consider
Then
and
If , then which justifies the martingale argument mentioned above.
The Lévy measure of is concentrated on and arises as the image measure of the Lebesgue measure on with density under the mapping . Its Lebesgue density equals
Clearly, has a singularity at and the Lebesgue integral of over is infinite. Moreover, the integrability of the function on can be seen from
These findings are consistent with the results obtained in [32] in the case where .
Bounds for the growth of the variances as functions of the radius of a geodesic ball play an important role in the proof of Theorem 1.2 and especially Theorem 1.4, see Proposition 3.1 below. Since we have explicit and unified formulas for the variances of the functionals in an arbitrary observation window and for general , it is natural to ask in this generality for which shapes the variances are maximal. The answer is given by Theorem 1.6, which states that the variances are maximal if is a geodesic ball in which has the same volume as . It seems that this result is new even in the Euclidean case .
Theorem 1.6 (Variance inequality and maximal variances).
Consider a Poisson process of -flats in with , , and . Let be a Borel set with , let , and let be such that . In addition, suppose that is contained in a spherical cap of radius if . If is a geodesic ball with , then
Equality holds if and only if there is an isometry of such that , up to sets of -measure zero.
Remark 1.7.
-
(i)
We remark that the lower bound for in Euclidean space is zero. For this can be checked by taking in [24, Lemma 6.1] a rectangle with side lengths and , and then letting . Similar examples are possible in higher dimensions as well.
-
(ii)
A corresponding inequality also holds for the covariances between and , where satisfy for .
-
(iii)
If , then and . For this reason Theorem 1.6 only deals with the case .
-
(iv)
For and the volumes (in the appropriate dimensions) of the intersection processes of a Poisson hyperplane process, Heinrich has asked for the shape of an observation window (of given volume) such that the asymptotic variance under homothetic scaling of the window is maximal (see [24, Section 6]). Theorem 1.6 and its proof answers this question in generalized form. Some related chord power integrals are discussed in [25].
A crucial tool in the proof of Theorem 1.6 is a general sharp Riesz rearrangement inequality from [12] and the following integral-geometric transformation formula of Blaschke–Petkantschin type for constant curvature spaces, which is of independent interest and which we could not locate in the existing literature. To present it, we need the modified sine function , for , which is defined as
(1.8) |
for . Recall that denotes the intrinsic metric of .
Theorem 1.8 (Blaschke–Petkantschin type formula).
Let , , and . If is a measurable function, then
(1.9) |
The Euclidean case of Theorem 1.8 is known in more general form, see [19, Lemma 5.5], where priority is given to [46]. The approach in [19] (for which help by Eva Vedel Jensen is acknowledged, see also [52]) is different from the present argument, also in the Euclidean case. We derive the result for from the special case by another basic integral-geometric relation. For the case we provide a completely new approach in hyperbolic space () which allows us to deduce the result from the Euclidean Blaschke–Petkantschin formula via a suitable model of hyperbolic space (compare [47, Equation (18.2)] for an approach via differential forms in the special case ). The current argument has the advantage of working in the same way in all three space forms simultaneously.
2 Preliminaries and preparations
2.1 The standard spaces of constant curvature
In this paper, we work in a -dimensional standard space of constant curvature with and intrinsic metric . An arbitrarily fixed reference point in (the “origin”) will be denoted by . As the canonical model space for , we use the Euclidean space with Euclidean scalar product and norm , and we choose . The Euclidean unit sphere in the Euclidean space will be the model space for , and often it is convenient to choose an orthogonal coordinate system of such that (the “north pole”). Instead of we prefer to write if only the hyperbolic space is considered. The Beltrami–Klein model (sometimes also called projective ball model), based on the open Euclidean unit ball in , will be a useful model space for the hyperbolic space . For this model space the choice is convenient. For more specific information on the Beltrami–Klein model, we refer to [44, Chapter 6].
Recall that for denotes the space of -dimensional totally geodesic submanifolds of , which we call -geodesics or -flats, for short. We write for the space of those elements of that pass through the previously fixed origin of . In particular, we write for and for when we are working in the hyperbolic space only. In the model space of the -flats are -dimensional affine subspaces of . In the model space of , the -flats are -dimensional great subspheres of , which arise as intersections of the -dimensional unit sphere with -dimensional linear subspaces of , that is elements of . In the Beltrami–Klein model for , the -flats are the non-empty intersections of -dimensional affine subspaces of with the -dimensional open unit ball .
Since the isometry group of is unimodular (for , see [2, Proposition C.4.11] or [23, Chapter X, Proposition 1.4] together with the fact that is semi-simple as a Lie group) and is a homogeneous -space, there exists an -invariant measure on , which is unique up to a constant factor. We write for this measure and use the abbreviation if . The normalization of is chosen as in [49] and the normalization (and parametrization) of will be as in [26, Equation (6)]. More precisely, if we denote by the intrinsic metric of , then
(2.1) |
for a Borel set , where denotes the -flat passing through that is orthogonal to at , is the Borel probability measure on the space , which is invariant under all isometries that fix the origin , and stands for the Hausdorff measure on induced by the hyperbolic distance (see also the discussion below). If , then (2.1) specializes to . Since is a compact space, the measure is often normalized as a probability measure. Instead we choose the normalization so that . These choices ensure that the Crofton formula [26, Lemma 2] (see also [9]) holds in all three space forms with the same constants, provided that the normalization of the Hausdorff measures is chosen in a natural way. Namely, Hausdorff measures , for , are defined (in each case) with respect to the underlying Riemannian metric (or the intrinsic metric) and for they yield the natural volume measure on . If a Hausdorff measure is applied on a -flat (with the induced Riemannian metric), we do not indicate in our notation (in particular if is clear from the context), since we always have , where denotes the respective Hausdorff measure within .
We are now prepared to present the Crofton formula for the standard spaces . For the notion of Hausdorff rectifiability we refer to [26, Lemma 9, Remark 8] (and the literature cited there) and remark that, for example, all compact (geodesically) convex sets having the appropriate dimension satisfy this property.
Lemma 2.1 (Crofton formula).
Let , and let with be a Borel set which is Hausdorff -rectifiable. Then
(2.2) |
2.2 Representation as Poisson U-statistics
Let be a Poisson process on a measurable space with a non-atomic intensity measure. We then call a functional a Poisson U-statistic of order if can be represented as
with some measurable function , which is symmetric in its arguments and where denotes the set of all -tuples of distinct points in the support of . We call a kernel function for . Poisson U-statistics have a variety of applications in stochastic geometry and we refer to [35, 36, 45] for further background material.
We now fix a Borel set and consider the Poisson U-statistic of order on the space with kernel given by
while the underlying Poisson process on has intensity measure . The Poisson U-statistic admits the Wiener–Itô chaos decomposition
(2.3) |
with functions , , given by
(2.4) |
where stands for the Wiener–Itô integral with respect to the compensated Poisson process , see [35, Chapter 12] for further details. Note that for and the choice yields
(2.5) |
for the functionals and involved in Theorem 1.2.
The following lemma (roughly speaking) shows that generically the indicator on the right-hand side of (2.2) is one if and the intersection of the -flats is non-empty, while for this is always the case. For convenience, we assign to the empty set the dimension .
Lemma 2.2.
Let . Let , and . Then, for -almost all ,
Proof.
If , then , is a point and the assertion holds with for each . We can thus assume that . We first consider the case . With we associate the linear subspace spanned by . Then, [49, Lemma 13.2.1] (or [48, Lemma 4.4.1]) and an induction argument yield that
for almost all with respect to the -fold product measure of the Haar measure on . Hence the assertion follows from the fact that .
For and , the assertion has been proven in [26]. We now extend the argument to the remaining cases . For each we obtain a “random uniform” -flat as the intersection of “independent random uniform” hyperplanes , that is, for there are hyperplanes (all “independent”) such that
More explicitly, by an -fold application of [26, Lemma 4] we obtain that
(2.6) |
where
It follows from [26, Lemma 3] that the right-hand side of (2.2) vanishes, which implies that the integrand on the left side must vanish as well, for -almost all . This proves the claim.
Finally, for the proof (first for , but then for all ) essentially follows in the same way as in the case . We only have to observe that if , then by basic facts of linear algebra we have , in particular . ∎
The next lemma extends Lemma 4 in [26]. We write for the set of all with if and set if .
Lemma 2.3.
Let . Let , and . If is a nonnegative, measurable function, then
Proof.
In the proof, we can proceed as in the proof of Lemma 4 in [26]. We first observe that both sides of the asserted equation define isometry invariant Haar measures. Then we apply Lemma 2.1 times to see that the constant is chosen correctly.
Alternatively, observing first that Lemma 4 in [26] holds for , we can apply this lemma times to obtain the assertion. Proceeding in this way, the constant on the right side is
which equals the constant given in the statement of the lemma. ∎
A consequence of the representation for as given in (2.3), is the following exact expression for its variance in terms of the functions . From [35, Proposition 12.12] we obtain
(2.7) |
where for is given by
Note that in this formula we can restrict the integration to -tuples of flats with non-empty intersections. Then Lemma 2.2 shows that the indicator function can be replaced by . Moreover, can be replaced by and by . Then, for -almost all , we have . Applying first Lemma 2.3 to the integrations with respect to and to , and then Lemma 2.1 with respect to and the -rectifiable set , we obtain
After simplification of the constants, we finally get
(2.8) |
for .
2.3 Integral asymptotics in the hyperbolic case
In this paper we already have and below will further encounter integral expressions of the form
(2.10) |
where is a -dimensional hyperbolic ball of radius , and . Note that in this section we restrict ourselves to the case of the hyperbolic space with and use the notation introduced in Section 2.1. In particular, we will have to deal with the asymptotics of integrals of the form (2.10), as . Such an asymptotic analysis was already carried out in [26, Lemma 16] and we recall the result here for completeness and in order to keep this paper self-contained.
Lemma 2.4.
Let and . For any there exist constants , depending only on and , such that
with | ||||
The previous lemma allows us to obtain the following asymptotic result for the quantities
(2.11) |
for which we derived in (2.8) a simplified representation in terms of an integral of the form (2.10) with .
In order to improve the readability of the subsequent arguments and results, we introduce the following notations: Let be a set. We write () for functions if there exists a constant such that () for all and if there exist constants such that for all . For a family of functions depending on some parameter we write if as for each . If we work in a -dimensional standard space of constant curvature , , the occurring constants may depend on the dimension (any dependence on other parameters can be subsumed under the dependence on ).
The following result deals again with the hyperbolic case.
Lemma 2.5.
For all , and ,
In particular, if , then
(2.12) |
and if , then
(2.13) |
3 Proofs of Theorems 1.1 and 1.2
3.1 Asymptotic variance
A crucial ingredient in the proof of Theorem 1.2 is an asymptotic analysis of the variance of the random variables . It turns out that the precise growth of depends on the dimension parameter relative to the space dimension , as the following result shows.
Proposition 3.1.
Let be the random variable defined at (2.5), for an underlying Poisson process on with and intensity . Then, as ,
Proof.
Recalling (2.7), (2.8) and (2.11) we need to determine the order of for . We have to distinguish three cases. For the claim directly follows from (2.12) and for from (2.13), respectively. If , then and it follows from Lemma 2.5 that the term is of the order . Moreover, since the term is of lower order for . ∎
3.2 Proofs of Theorem 1.1 and Theorem 1.2

To prove Theorems 1.1 and 1.2, we use the following general quantitative central limit theorem for Poisson U-statistics that can be found in [45, Theorem 4.7] and [50, Theorem 4.2]. Denoting by either the Wasserstein () or the Kolmogorov () distance, this result states in our situation that there exists a constant (one can choose and ), such that
(3.1) |
where
(3.2) |
with
(3.3) |
and where and are defined by (2.2), but with . Let us explain the notation in (3.2). For and a partition of into non-empty (disjoint) subsets (called blocks), stands for the tensor product of these functions in which all variables belonging to the same block of have been identified. Also, denotes the number of blocks of . The set of partitions in (3.2) is defined as follows. We visualize the elements of by a diagram of points arranged in rows, where row has precisely elements for and precisely elements for , respectively, representing the arguments of the -th function in the tensor product. The blocks of a partition are indicated by closed curves, where the elements enclosed by a curve indicate that these elements belong to the same block of . That a partition of belongs to the set means that
-
(a)
all blocks of have at least two elements;
-
(b)
each block of contains at most one element from each row;
-
(c)
the diagram representing is connected, meaning that the rows cannot be divided into two subsets each defining a separate diagram.
We refer to Figure 1 for an illustration and to [26, 36, 42] for further background material on partitions.
We start by proving Theorem 1.1.
Proof of Theorem 1.1.
The relations (3.1), (3.2), and (3.3) hold in fact for a general observation window satisfying , for general and . It follows from (2.7) that . Moreover, in order to bound in (3.2) for from above, we count in (3.3) the powers of the intensity . First, from (2.9) it follows that each of the functions and contributes a power and , respectively. Finally, the integration with respect to gives the factor , while all other terms are constants independent of . Thus, and
since for . Plugging this bound into (3.1), the proof of Theorem 1.1 is completed. ∎
We now turn to the proof of Theorem 1.2, which basically follows the same line of arguments as the proof of [26, Theorem 5], but needs a suitable adaption to our situation. To simplify notation we set and omit the indices and in all expressions.
Proof of Theorem 1.2.
In the following, we repeatedly use that
for -almost all .
Case 1: .
In order to bound the right-hand side of (3.1) in this case, we only need to deal with
since there is only one possible partition in , as depicted in the left panel of Figure 2.

Sub-case 1.1: .
Sub-case 1.2: .
Sub-case 1.3: .
Case 2: .
Since if , this case can only occur if or . In these cases, it remains to bound and .
Sub-case 2.1: .
The proof of [26, Theorem 5 (a)] shows that in order to bound we only have to deal with the partitions depicted in the right panel of Figure 2 (up to relabelling of the elements). Before we present our estimates, note that the case and was covered by [26, Theorem 5(a)], so that we can assume and thus . First, for as shown on the right in Figure 2 we have
where we used (3.4) (recall that ) and bounded by 1. An application of the Crofton formula (2.2) for the integration with respect to shows that
by Lemma 2.4. Similarly, for we have
and for we obtain
where we used (3.4) twice, applied the Crofton formula (2.2) for the integration with respect to and and bounded the last integral with the help of Lemma 2.4. Combining the bounds on , and , we now obtain
(3.6) |
To bound the remaining term , we first note that the partitions in are (up to reordering of the elements in the diagram) given in Figure 3 (see the proof of [26, Theorem 5(a)]).

For we have
where we used the trivial bound and applied Crofton’s formula (2.2) afterwards. For we compute
where we bounded and by , applied the Crofton formula (2.2) for the integration with respect to and and used Lemma 2.4 afterwards. Similarly, for we find that
where we first bounded the quadratic term by , applied the Crofton formula (2.2) for the integration with respect to and and used Lemma 2.4. For the last partition we have
where, similarly to the preceding cases, we first bounded by one and applied (2.2) for the integration with respect to and . Using (3.4) to bound , Crofton’s formula (2.2) and Lemma 2.4 again, we obtain
As a consequence, we deduce the bound
(3.7) |
Combination of the estimates (3.5) for , (3.6) for and (3.7) for with Proposition 3.1 yields
in the case , which proves (1.5) for .
Sub-case 2.2: .
In this case we have . We first consider . Starting with the first group of partitions of the form in the right panel of Figure 2 we obtain
where we bounded by , used Crofton’s formula (2.2) and Lemma 2.4. Proceeding in a similar way for the two other partitions, we get
by (3.4), the bound , Crofton’s formula (2.2) and Lemma 2.4. Furthermore,
where we used (3.4) twice, applied (2.2) for the integration with respect to and and bounded the last integral with the help of Lemma 2.4. Combining the bounds on , and , we arrive at
(3.8) |
To derive an upper bound for , we again consider the partitions depicted in Figure 3. Before we start, we need to introduce some additional notation. For we denote by an arbitrary -flat which satisfies and . For we now have
where we used Crofton’s formula (2.2). Moreover, note that is a 1-dimensional ball of radius , and thus in particular
(3.9) |
for -almost all which intersect . Using (3.9) and (2.2), we see that
With similar considerations for , we compute
where we applied (2.2) for the integration with respect to and , bounded by and used Lemma 2.4 afterwards. Similarly, for we find that
where we first bounded the quadratic term by a according to (3.9), applied (2.2) for the integration with respect to and and used Lemma 2.4. For the last partition we have
where, similarly to the preceding cases, we first used (3.9) to bound , applied (2.2) for the integration with respect to and and then used (3.4) and Lemma 2.4. As a consequence, we deduce the bound
(3.10) |
Combining (3.5), (3.8) and (3.10) with Proposition 3.1, we finally get
in the case , which completes the proof of (1.6) also for .
Case :
As noted before, the case can only occur in dimension and for . This situation has already been treated in [26, Theorem 5 (b)], where it was shown that converges in distribution towards a standard Gaussian random variable at rate for both the Wasserstein and the Kolmogorov distance. This finishes the proof of Theorem 1.2. ∎
4 Proof of Theorem 1.4
We fix and proceed analogously to the proof of Theorem 2.1 in [32]. In the proof, we write instead of for short. To derive the result, we show that the characteristic function of the random variable converges towards the characteristic function of , as , where is the random variable defined in the statement of the theorem.
We start with some preparations. For choose any and with . Then we define , where was introduced at (2.1). The definition of the function is independent of the particular choices of and . Since is fixed, we shortly write for the distance of from . Then we get
Let denote a hyperbolic -flat process in with intensity measure with as introduced in Section 2.1 . For the image measure of under , we get
see [13, Sections 3.4-5] for the required transformation in hyperbolic space. Note that since
and since the characteristic function of can be read off from the Laplace functional of a Poisson process and derived in essentially the same way (see, for instance, [33, Lemma 15.2]), we obtain for ,
From this we can conclude that
with .
The following lemma determines the asymptotic behaviour of , as , and provides a slight generalization of [32, Lemma 3.1].
Lemma 4.1.
Let . Then , as .
Proof.
In order to conclude that
(4.2) |
we will use the dominated convergence theorem. To apply it, we need to find an integrable upper bound for the absolute value of the integrand . Note that for any we have that
(see, e.g., [33, Lemma 6.15]). Using in addition that and for we get
Furthermore, [26, Lemma 7] provides the upper bound , so that we obtain
In fact, the right-hand side provides an integrable function of , independent of , for . Thus, (4.2) proves that, as , the random variables converge in distribution to a random variable with characteristic function .
As in the introduction, for define the random variable
with , . Using once again [33, Lemma 15.2], we conclude that has characteristic function
Moreover, , which implies that the characteristic function of the centred random variable is
Taking and using the dominated convergence theorem once again, we conclude by comparing the definitions of the functions and that converges to with . This eventually proves convergence in distribution of to , where is as in the statement of Theorem 1.4. The proof is thus complete.∎
Remark 4.2.
It follows from (4.2) that the -th order cumulant of equals
for with . Note that for . The integral can be expressed in terms of Gamma functions. For this note that for ,
which can be obtained by the substitution which transforms the integral into the integral representation of the Beta function.
5 Proof of Theorem 1.8
For the proof, we will first consider the special case , and then we derive the general result by a basic integral-geometric relation and by applying twice the special case already established.
For , the case of Theorem 1.8 is a special case of the Euclidean affine Blaschke-Petkantschin formula [49, Theorem 7.2.7] (with and there).
For , the case of Theorem (1.8) is a special case of [27, Lemma 5.3] (with there) if the different normalization of the measure and the relation is taken into account, where we recall that stands for the geodesic distance on .
For , the case of Theorem (1.8) is stated in [47, Equation (18.2)] in a different language (using the classical calculus of differential forms). In the following, we provide a different argument and additional information which should be useful for other purposes as well. More specifically, we apply a special case of the affine Blaschke–Petkantschin formula in Euclidean space and use the Beltrami–Klein model. We write for the intrinsic distance function and for the -flats in this model. If is a -flat in or its intersection with , then we write for the Euclidean orthogonal projection of the origin to . Clearly, if , then .
The following lemma relates the volume element of a -flat in the Beltrami–Klein model to Euclidean quantities. Recall that is the linear Grassmannian of Euclidean space , that is, the set of all -dimensional linear subspaces of . We write for the Euclidean orthogonal complement of a linear subspace . The rotation invariant (Haar) probability measure on is denoted by . The restriction of a measure to a -measurable set is denoted by .
Lemma 5.1.
Let and . Let be the unique linear subspace such that . Then the restriction of the -dimensional Hausdorff measure in the Beltrami–Klein model to satisfies
Proof.
Recall from [44, Theorem 6.1.5] that the Riemannian metric of the Beltrami–Klein model at is given by
(5.1) |
where the tangent space of at is identified with . Let be a Euclidean orthonormal basis of . Let denote the identity matrix. Then the determinant of the Gram matrix is independent of the chosen orthonormal basis of and given by
For the (almost effortless) calculation of the determinant (second equality) one can use that the linear map given by for given and has the eigenvalues (with multiplicity ) and . ∎
Remark 5.2.
Note that for with the preceding lemma relates the corresponding volume forms.
Note that the non-empty intersections with are precisely the -flats in (see [44, Theorem 6.1.4]). In the following, we write for the restriction of the Euclidean isometry invariant measure on to the -flats in , by identifying a -flat from and its intersection with . The next lemma expresses the Haar measure on in terms of Euclidean quantities, that is, we provide the density of with respect to the Haar measure . In the following, we write for the Haar (rotation invariant) probability measure on . In the case , the next lemma recovers the known relation for the corresponding volume forms.
Lemma 5.3.
Let . Then
Proof.
We start from the general expression for the measure , applied in the Beltrami–Klein model. Then we express the arising distance by means of [44, Theorem 6.1.1] and use the relation for the Hausdorff measures which is available from a special case of Lemma 5.1 (see also [44, Theorem 6.1.6]).
Let and write for the isometry invariant probability measure on . Recall that for and , we write for the -flat through which is orthogonal to in (here orthogonality refers to the Riemannian metric as given at (5.1)). If , and , then , where is the Euclidean orthogonal complement of in . To see this, it suffices to observe that and , where means the orthogonal complement of in with respect to the Riemannian metric . In fact, if and , then and (since ), hence , which yields and therefore (since both subspaces have the same dimension). Thus,
which yields the assertion. ∎
Finally, we prepare the proof of Theorem 1.8 by providing another basic relation. Note that here it is crucial that with . Hence, for , [44, Theorem 6.1.1] yields
(5.2) |
where we used the fact that .
Now we are prepared for the proof of the following special case of Theorem 1.8.
Lemma 5.4.
Theorem 1.8 holds for and .
Proof.
First, we express the integration in
in the Beltrami–Klein model by an integration with respect to Euclidean Hausdorff measures and densities given by the volume form in [44, Theorem 6.1.6]. In other words, there is an isometry such that
From the Euclidean affine Blaschke–Petkantschin formula (with , see above), we deduce that
This can be rewritten in the form
Next we apply (5.2), Lemma 5.1 (twice) and Lemma 5.3 with to get
Since is an isometry, we finally obtain
as asserted. ∎
In order to deduce Theorem 1.8 for general from the case where , the following simple lemma will be useful. For we write for the -flats of lying in (which then are also -flats of ), where is considered as a -dimensional hyperbolic space. In this case, we write for the consistently normalized invariant measure on , where the invariance refers to isometries of . In particular, the normalization is independent of , that is
is independent of and the choice of a geodesic ball of radius in . The following auxiliary result is stated in [51, Equation (2.5)] in the language of differential forms, the Euclidean and the spherical case are established in [49, Section 7.1]. We argue in a different way.
Lemma 5.5.
Let and . Then
Proof.
Both sides define isometry invariant measures on (if is chosen as the indicator function of a measurable set). For the right side, this is clear by construction. To see this also for the left side, we argue as follows. Let be fixed (for the moment) and let be an isometry of . For a measurable set , we define
Since the isometry maps -flats of bijectively to -flats of , it is easy to see that is a locally finite measure on the Borel sets of . Let be an isometry of . Then is an isometry of . Moreover,
where in the second to last step we used that is invariant with respect to isometries of . If is a geodesic ball of radius in , then is a geodesic ball of radius in and
Hence is the consistently normalized Haar measure on . In particular, for each and each isometry of , we have
for each measurable function .
Now let be an isometry of . Using first the isometry invariance of and then the preceding considerations, we obtain
which confirms the isometry invariance of the left side.
Since up to a scalar multiple there is only one Haar measure on , it remains to show that this multiple is . For this, we choose , where is a geodesic ball of radius centred at an arbitrary point of . Then the right side is by a straightforward application of the Crofton formula (2.2).
Remark 5.6.
By the same reasoning, we also get a corresponding result for integrals over flags with (and fixed ).
Proof of Theorem 1.8.
The assertion in the case has already been established. Let . Then by the case and by Lemma 5.5, we get
(5.3) |
where . Since is a -flat and a -dimensional space of constant curvature , we can apply the result that has already been proved to the integrand of the integration over for each fixed . This implies that
(5.4) |
Substituting (5) into (5.3), we get the asserted equation. ∎
Corollary 5.7.
Let be a measurable set. If , then
Proof.
We apply Theorem 1.8 with
where by definition if . Thus we get
(5.5) |
where if (by definition). On the left side of this equation, for -almost every such that , the indicator function is not equal to only on a set of of -measure zero. Similarly, the indicator function on the right side is not equal to only on a set of of -measure zero. Since the integral of a function with values in over a set of measure zero is zero, we can omit the indicator functions on both sides of (5), and the asserted equation follows. ∎
6 Proof of Theorem 1.6
The proof of Theorem 1.6 relies on the sharp Riesz rearrangement inequality [12, Theorem 2]. To keep our paper self-contained, we rephrase here a special case of this inequality in a slightly more general setting to which the statement and proof of [12, Theorem 2] (see also [11, Theorem 2]) can be extended. For an integrable function we denote by the symmetric decreasing rearrangement of with respect to the fixed origin of . (By decreasing we mean non-increasing.) To recall the definition of , we write for and denote by the open geodesic ball with center at such that . Then , defined by
is a decreasing function of the geodesic distance to , invariant under isometries fixing , lower semicontinuous, and , that is, and are equidistributed (equimeasurable) in the sense that
for . In the following, we say that is non-zero if .
Lemma 6.1 (Sharp Riesz rearrangement inequality).
Let be -integrable functions and be a decreasing function. Define
Then
(6.1) |
Moreover, if is strictly decreasing, and are non-zero, and , then equality in (6.1) holds if and only if there is some isometry such that and -almost everywhere.
We can now proceed to the proof of Theorem 1.6.
Proof of Theorem 1.6.
From (2.7) we have that
with given by (2.8). That is,
(6.2) |
with the constants , , given by
Now, Corollary 5.7 can be applied to each of the integrals on the right side of (6.2) for which . Since , this condition is satisfied at least for . Moreover, if , then the corresponding summand is . For we get
Our goal is to apply the sharp Riesz rearrangement inequality in Lemma 6.1 with and for . For this, we first note that and are both -integrable and non-zero, since is a Borel set with , and that the function is strictly decreasing on if and on if . Thus, Lemma 6.1 together with the additional assumption on in the case and the fact that show that for we have
(6.3) | |||
where we applied backwards Corollary 5.7 in the last step. Altogether we arrive at
The discussion of the equality case also follows from Lemma 6.1. This completes the proof of Theorem 1.6. ∎
Remark 6.2.
- (i)
- (ii)
-
(iii)
In the Euclidean setting, the inequality needed at (6.3) is also provided in [38, Theorems 3.7 and 3.9], [37, Lemma 3] or [1, Corollary 2.19], the spherical case is covered by Corollary 7.1 and Theorem 7.3 in [1]. In the special case where are indicator functions (as in our application) and for (Euclidean space), the required inequality and the equality discussion can be derived from [10, Theorem 1].
Acknowledgement
The authors were supported by the DFG priority program SPP 2265 Random Geometric Systems. CT was also supported by the German Research Foundation (DFG) via CRC/TRR 191 Symplectic Structures in Geometry, Algebra and Dynamics. The authors are grateful to Almut Burchard for helpful comments on Riesz rearrangement inequalities.
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