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Intersections of Poisson kk-flats
in constant curvature spaces

Carina Betken111Ruhr University Bochum, Germany. Email: [email protected] , Daniel Hug222Karlsruhe Institute of Technology (KIT), Germany. Email: [email protected]  and Christoph Thäle333Ruhr University Bochum, Germany. Email: [email protected]
Abstract

Poisson processes in the space of kk-dimensional totally geodesic subspaces (kk-flats) in a dd-dimensional standard space of constant curvature κ{1,0,1}\kappa\in\{-1,0,1\} are studied, whose distributions are invariant under the isometries of the space. We consider the intersection processes of order mm together with their (dm(dk))(d-m(d-k))-dimensional Hausdorff measure within a geodesic ball of radius rr. Asymptotic normality for fixed rr is shown as the intensity of the underlying Poisson process tends to infinity for all mm satisfying dm(dk)0d-m(d-k)\geq 0. For κ{1,0}\kappa\in\{-1,0\} the problem is also approached in the set-up where the intensity is fixed and rr tends to infinity. Again, if 2kd+12k\leq d+1 a central limit theorem is shown for all possible values of mm. However, while for κ=0\kappa=0 asymptotic normality still holds if 2k>d+12k>d+1, we prove for κ=1\kappa=-1 convergence to a non-Gaussian infinitely divisible limit distribution in the special case m=1m=1. 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 κ{1,0,1}\kappa\in\{-1,0,1\} that, roughly speaking, the variances within a general observation window WW are maximal if and only if WW is a geodesic ball having the same volume as WW. 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 kk-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 d\mathbb{R}^{d} of dimension d2d\geq 2. 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 dd-dimensional standard space 𝐌κd\mathbf{M}_{\kappa}^{d} of constant curvature κ{1,0,1}\kappa\in\{-1,0,1\}. For k{0,1,,d1}k\in\{0,1,\ldots,d-1\} we denote by 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k) the space of kk-flats, that is, the space of kk-dimensional totally geodesic submanifolds, of 𝐌κd\mathbf{M}_{\kappa}^{d}. Each of the spaces 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k) carries a suitably normalized isometry invariant measure μk,κ\mu_{k,\kappa}; the reader may consult Section 2.1 for a detailed description. Next, for t>0t>0 we let ηt,κ\eta_{t,\kappa} be a Poisson process on 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k) with intensity measure tμk,κt\mu_{k,\kappa} and refer to ηt,κ\eta_{t,\kappa} as a Poisson process of kk-flats in 𝐌κd\mathbf{M}_{\kappa}^{d} of intensity tt. To introduce the volume functional of intersection processes associated with ηt,κ\eta_{t,\kappa}, let mm\in\mathbb{N} be such that dm(dk)0d-m(d-k)\geq 0 and for a Borel set W𝐌κdW\subset\mathbf{M}_{\kappa}^{d} define

FW,t,κ(m):\displaystyle F_{W,t,\kappa}^{(m)}: =1m!(E1,,Em)ηt,κ,mκdm(dk)(E1EmW)\displaystyle=\frac{1}{m!}\sum_{(E_{1},\ldots,E_{m})\in\eta_{t,\kappa,\neq}^{m}}\mathcal{H}_{\kappa}^{d-m(d-k)}(E_{1}\cap\ldots\cap E_{m}\cap W)
×𝟙{dim(E1Em)=dm(dk)}.\displaystyle\qquad\qquad\qquad\qquad\qquad\times\mathbbm{1}\{\text{dim}(E_{1}\cap\ldots\cap E_{m})=d-m(d-k)\}. (1.1)

Here, κs\mathcal{H}_{\kappa}^{s} for s0s\geq 0 denotes the ss-dimensional Hausdorff measure with respect to the intrinsic metric dκd_{\kappa} of 𝐌κd\mathbf{M}_{\kappa}^{d}, and we write ηt,κ,m\eta_{t,\kappa,\neq}^{m} for the collection of all mm-tuples of distinct kk-flats in the support of ηt,κ\eta_{t,\kappa}. For example, FW,t,κ(1)F_{W,t,\kappa}^{(1)} measures the total κk\mathcal{H}_{\kappa}^{k}-volume in WW of the trace of all kk-flats from ηt,κ\eta_{t,\kappa}, while if m=ddkm=\frac{d}{d-k} is an integer, then FW,t,κ(m)F_{W,t,\kappa}^{(m)} counts the number of points in WW that arise as intersection points of mm-tuples of kk-flats from ηt,κ\eta_{t,\kappa}. In classical stochastic geometry in Euclidean space, that is, for κ=0\kappa=0, 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 FW,t,κ(m)F_{W,t,\kappa}^{(m)}:

  • (i)

    For a fixed Borel set W𝐌κdW\subset\mathbf{M}_{\kappa}^{d} with κd(W)(0,)\mathcal{H}_{\kappa}^{d}(W)\in(0,\infty), define

    F^W,t,κ(m):=FW,t,κ(m)𝔼FW,t,κ(m)VarFW,t,κ(m),\widehat{F}_{W,t,\kappa}^{(m)}:=\frac{F_{W,t,\kappa}^{(m)}-\mathbb{E}F_{W,t,\kappa}^{(m)}}{\sqrt{\operatorname{Var}F_{W,t,\kappa}^{(m)}}}, (1.2)

    and consider the asymptotics as tt\to\infty.

  • (ii)

    For κ{1,0}\kappa\in\{-1,0\} and for each r1r\geq 1, let Br,κdB_{r,\kappa}^{d} be a geodesic ball in 𝐌κd\mathbf{M}_{\kappa}^{d}, define

    F~r,t,κ(m):=FBr,κd,t,κ(m)𝔼FBr,κd,t,κ(m)VarFBr,κd,t,κ(m),\widetilde{F}_{r,t,\kappa}^{(m)}:=\frac{F_{B_{r,\kappa}^{d},t,\kappa}^{(m)}-\mathbb{E}F_{B_{r,\kappa}^{d},t,\kappa}^{(m)}}{\sqrt{\operatorname{Var}F_{B_{r,\kappa}^{d},t,\kappa}^{(m)}}}, (1.3)

    and for fixed t>0t>0 consider the asymptotics as rr\to\infty.

We start by considering the set-up described in (i). To measure the speed of convergence in the central limit theorem, we write dW(X,Y){\rm d}_{W}(X,Y) for the Wasserstein distance and dK(X,Y){\rm d}_{K}(X,Y) for the Kolmogorov distance between two random variables XX and YY, which are given by

d(X,Y):=suph|𝔼h(X)𝔼h(Y)|,{W,K},{\rm d}_{\diamondsuit}(X,Y):=\sup_{h\in\mathcal{F}_{\diamondsuit}}|\mathbb{E}h(X)-\mathbb{E}h(Y)|,\qquad\diamondsuit\in\{W,K\},

where W\mathcal{F}_{W} is the class of Lipschitz functions on \mathbb{R} with Lipschitz constant 1\leq 1 and K\mathcal{F}_{K} is the class of indicator functions of intervals of the form (,x](-\infty,x], xx\in\mathbb{R}. The constants C,C1,C2,C,C_{1},C_{2},\ldots in the forthcoming theorems depend on the dimension dd only (further dependence on m,kd1m,k\leq d-1, for instance, can be subsumed under the dependence on dd).

Theorem 1.1 (Central limit theorem for large intensities).

Let κ{1,0,1}\kappa\in\{-1,0,1\} and consider a Poisson process of kk-flats in 𝐌κd\mathbf{M}_{\kappa}^{d} with d2d\geq 2 and k{0,1,,d1}k\in\{0,1,\ldots,d-1\}. Let mm\in\mathbb{N} be such that dm(dk)0d-m(d-k)\geq 0. Let NN be a standard Gaussian random variable, {K,W}\diamondsuit\in\{K,W\} and let W𝐌κdW\subset\mathbf{M}_{\kappa}^{d} be a Borel set with κd(W)(0,)\mathcal{H}_{\kappa}^{d}(W)\in(0,\infty). Then there is a constant C(0,)C\in(0,\infty) such that

d(F^W,t,κ(m),N)Ct1/2{\rm d}_{\diamondsuit}(\widehat{F}_{W,t,\kappa}^{(m)},N)\leq C\,t^{-1/2}

for all t1t\geq 1. In particular, F^W,t,κ(m)\widehat{F}_{W,t,\kappa}^{(m)} satisfies a central limit theorem, as tt\to\infty.

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 κ=0\kappa=0, and if we take for WW a ball of radius r>0r>0, the set-up considered in Theorem 1.1 is – up to rescaling – equivalent to considering a fixed intensity tt and letting rr grow to infinity at an appropriate speed. However, the equivalence breaks down for κ=1\kappa=-1. In fact, it was already shown in [26] for d4d\geq 4 and k=d1k=d-1 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 κ=0\kappa=0 we have for all k{1,,d1}k\in\{1,\ldots,d-1\} and mm\in\mathbb{N} with dm(dk)0d-m(d-k)\geq 0 that

d(F~r,t,0(m),N)Crdk2{\rm d}_{\diamondsuit}(\widetilde{F}_{r,t,0}^{(m)},N)\leq C\,r^{-\frac{d-k}{2}}

for r1r\geq 1, where C(0,)C\in(0,\infty) is a constant, depending only on dd, kk and tt, we can from now on restrict our attention to the case κ=1\kappa=-1 of hyperbolic space. In fact, by the compactness of the spherical space 𝐌1d\mathbf{M}_{1}^{d}, 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 κ{1,0}\kappa\in\{-1,0\}. For simplicity of notation, let us assume that t=1t=1 in what follows. Moreover we write F~r(m)\widetilde{F}_{r}^{(m)} for F~r,1,1(m)\widetilde{F}_{r,1,-1}^{(m)}, d\mathbb{H}^{d} for 𝐌1d\mathbf{M}_{-1}^{d}, 𝐀h(d,k)\operatorname{\mathbf{A}}_{h}(d,k) instead of 𝐀1(d,k)\operatorname{\mathbf{A}}_{-1}(d,k), and μk\mu_{k} for μk,1\mu_{k,-1}. We are now in the position to formulate a quantitative central limit theorem for F~r(m)\widetilde{F}_{r}^{(m)}, as rr\to\infty, for particular choices of the parameters dd, kk and mm.

Theorem 1.2 (Central limit theorem for large radii and κ=1\kappa=-1).

Consider a Poisson process of kk-flats in d\mathbb{H}^{d} with d2d\geq 2 and k{0,1,,d1}k\in\{0,1,\ldots,d-1\}. Let NN be a standard Gaussian random variable and {K,W}\diamondsuit\in\{K,W\}. For m{1,2,3}m\in\{1,2,3\} let F~r(m)\widetilde{F}_{r}^{(m)} be the random variable defined at (1.3). Then there exist constants C1,C2,C3(0,)C_{1},C_{2},C_{3}\in(0,\infty) such that the following assertions are true for any r1r\geq 1.

  • (i)

    If 2k<d2k<d, then m=1m=1 and

    d(F~r(m),N)C1{er2(d2k+1): for k1,er2(d1): for k=0.\displaystyle{\rm d}_{\diamondsuit}(\widetilde{F}_{r}^{(m)},N)\leq C_{1}\,\begin{cases}e^{-\frac{r}{2}(d-2k+1)}&:\text{ for }k\geq 1,\\ e^{-\frac{r}{2}(d-1)}&:\text{ for }k=0.\\ \end{cases} (1.4)
  • (ii)

    If 2k=d2k=d, then m{1,2}m\in\{1,2\} and

    d(F~r(m),N)C2{er2: for d4,rm1er2: for d=2.\displaystyle{\rm d}_{\diamondsuit}(\widetilde{F}_{r}^{(m)},N)\leq C_{2}\,\begin{cases}e^{-\frac{r}{2}}&:\text{ for }d\geq 4,\\ r^{m-1}e^{-\frac{r}{2}}&:\text{ for }d=2.\end{cases} (1.5)
  • (iii)

    If 2k=d+12k=d+1, then m{1,2,3}m\in\{1,2,3\} and

    d(F~r(m),N)C3{r1: for m=1,r12: for m{2,3}.\displaystyle{\rm d}_{\diamondsuit}(\widetilde{F}_{r}^{(m)},N)\leq C_{3}\,\begin{cases}r^{-1}&:\text{ for }m=1,\\ r^{-\frac{1}{2}}&:\text{ for }m\in\{2,3\}.\end{cases} (1.6)

In particular, under each of the assumptions (i), (ii) or (iii) the random variables F~r(m)\widetilde{F}_{r}^{(m)} satisfy a central limit theorem, as rr\to\infty.

Remark 1.3.

For 2kd+12k\leq d+1, the intersection order mm can be at most 22 for all d{2,4,5,}d\in\{2,4,5,\ldots\}, since dm(dk)0d-m(d-k)\geq 0. Only in the exceptional case d=3d=3 we can have the intersection order m=3m=3. Thus, dealing only with m{1,2,3}m\in\{1,2,3\} in Theorem 1.2 covers all possible cases, provided that 2kd+12k\leq d+1.

The probabilistic analysis of the fluctuations of F~r(m)\widetilde{F}_{r}^{(m)} in the special case k=d1k=d-1 has been carried out in [26, 32]. It has been shown there that in this case a central limit theorem for F~r(m)\widetilde{F}_{r}^{(m)} holds for the space dimensions d=2d=2 and d=3d=3; 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 d4d\geq 4 if m=1m=1 or d7d\geq 7 for arbitrary admissible mm. In the special case m=1m=1 the infinitely divisible non-Gaussian limit distribution for dimensions d4d\geq 4 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 kk-flats in d\mathbb{H}^{d}, d4d\geq 4, with k{0,1,,d1}k\in\{0,1,\ldots,d-1\}. For r>0r>0 and mm\in\mathbb{N} such that dm(dk)0d-m(d-k)\geq 0, let F~r(m)\widetilde{F}_{r}^{(m)} be the random variable defined at (1.3). If 2k>d+12k>{d+1}, then the family of random variables F~r(m)\widetilde{F}_{r}^{(m)} does not satisfy a central limit theorem, as rr\to\infty.


While we are not able to fully verify this conjecture, even not in the case k=d1k=d-1 as explained in [26], we have the following partial result for m=1m=1 which strongly supports the conjecture. In the following, we write \xlongrightarrowD\xlongrightarrow{D} to indicate convergence in distribution. For integers 1\ell\geq 1, we set ω:=2π/2/Γ(/2)\omega_{\ell}:=2\pi^{\ell/2}/\Gamma(\ell/2) for the surface measure of the Euclidean unit sphere of dimension 1\ell-1. Similarly as before, we write Fr(m){F}_{r}^{(m)} for FW,1,1(m){F}_{W,1,-1}^{(m)} with W=Br,1dW=B^{d}_{r,-1}.

In the following theorem, ζ\zeta denotes an inhomogeneous Poisson process on [0,)[0,\infty) with intensity function given by sωdkcoshkssinhdk1ss\mapsto\omega_{d-k}\cosh^{k}s\,\sinh^{d-k-1}s.

Theorem 1.4 (Non-Gaussian fluctuations for m=1m=1 and κ=1\kappa=-1).

Consider a Poisson process of kk-flats in d\mathbb{H}^{d}, where d4d\geq 4 and k{3,,d1}k\in\{3,\ldots,d-1\}. If 2k>d+12k>{d+1}, then

Fr(1)𝔼Fr(1)er(k1)\xlongrightarrowDωk(k1)2k2Z as r,\displaystyle\frac{F_{r}^{(1)}-\mathbb{E}F_{r}^{(1)}}{e^{r(k-1)}}\xlongrightarrow{D}\frac{\omega_{k}}{(k-1)2^{k-2}}\,Z\quad\text{ as }r\rightarrow\infty,

where ZZ is the infinitely divisible, centred random variable given by

Z:=limT(sζ[0,T]cosh(k1)sωdkdksinhdkT)Z:=\lim_{T\to\infty}\Big{(}\sum_{s\in\zeta\cap[0,T]}\cosh^{-(k-1)}s-\frac{\omega_{d-k}}{d-k}\sinh^{d-k}T\Big{)} (1.7)

and ζ\zeta is an inhomogeneous Poisson process on [0,)[0,\infty) with intensity function given above.

Remark 1.5.
  • (i)

    By Proposition 3.1 below, the rescaling er(k1)e^{r(k-1)} in the previous theorem is of the same order as VarFr(1)\sqrt{\operatorname{Var}F_{r}^{(1)}} as rr\rightarrow\infty, 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 L2L^{2}. The fact that ZZ is infinitely divisible follows from the Lévi–Khinchin formula and the explicit representation (4.2) of the characteristic function of ZZ, which we establish in the course of the proof of Theorem 1.4. The latter also shows that ZZ has no Gaussian component. To explain the centering in (1.7), we consider

    YT:=𝟙{s[0,T]}cosh(k1)sζ(ds).Y_{T}:=\int\operatorname{\mathbbm{1}}\{s\in[0,T]\}\cosh^{-(k-1)}s\,\zeta(\textup{d}s).

    Then

    𝔼YT=ωdk0Tcoshssinhdk1sds=ωdkdksinhdkT\mathbb{E}Y_{T}=\omega_{d-k}\int_{0}^{T}\cosh s\,\sinh^{d-k-1}s\,\textup{d}s=\frac{\omega_{d-k}}{d-k}\sinh^{d-k}T

    and

    VarYT=ωdk0Tcosh2kssinhdk1sds.\operatorname{Var}Y_{T}=\omega_{d-k}\int_{0}^{T}\cosh^{2-k}s\,\sinh^{d-k-1}s\,\textup{d}s.

    If 2k>d+12k>d+1, then limTVarYT<\lim\limits_{T\to\infty}\operatorname{Var}Y_{T}<\infty which justifies the martingale argument mentioned above.

    The Lévy measure of ZZ is concentrated on (0,1)(0,1) and arises as the image measure of the Lebesgue measure on (0,)(0,\infty) with density sωdkcoshkssinhdk1ss\mapsto\omega_{d-k}\cosh^{k}s\,\sinh^{d-k-1}s under the mapping scosh(k1)ss\mapsto\cosh^{-(k-1)}s. Its Lebesgue density equals

    ρ(y)=ωdkk1yd+k2k1(1y2k1)dk21,y(0,1).\rho(y)=\frac{\omega_{d-k}}{{k-1}}y^{-\frac{d+k-2}{k-1}}\left(1-y^{\frac{2}{k-1}}\right)^{\frac{d-k}{2}-1},\qquad y\in(0,1).

    Clearly, ρ\rho has a singularity at 0 and the Lebesgue integral of ρ\rho over (0,1)(0,1) is infinite. Moreover, the integrability of the function yy2ρ(y)y\mapsto y^{2}\rho(y) on (0,1)(0,1) can be seen from

    2d+k2k1>1if and only ifd+1<2k.2-\frac{d+k-2}{k-1}>-1\qquad\text{if and only if}\qquad d+1<2k.

    These findings are consistent with the results obtained in [32] in the case where k=d1k=d-1.

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 FW,t,κ(m)F_{W,t,\kappa}^{(m)} in an arbitrary observation window W𝐌κdW\subset\mathbf{M}_{\kappa}^{d} and for general κ{1,0,1}\kappa\in\{-1,0,1\}, it is natural to ask in this generality for which shapes WW the variances are maximal. The answer is given by Theorem 1.6, which states that the variances are maximal if WW is a geodesic ball in 𝐌κd\mathbf{M}_{\kappa}^{d} which has the same volume as WW. It seems that this result is new even in the Euclidean case κ=0\kappa=0.

Theorem 1.6 (Variance inequality and maximal variances).

Consider a Poisson process of kk-flats in 𝐌κd\mathbf{M}_{\kappa}^{d} with κ{1,0,1}\kappa\in\{-1,0,1\}, d2d\geq 2, and k{1,,d1}k\in\{1,\ldots,d-1\}. Let W𝐌κdW\subset\mathbf{M}^{d}_{\kappa} be a Borel set with κd(W)(0,)\mathcal{H}_{\kappa}^{d}(W)\in(0,\infty), let t>0t>0, and let mm\in\mathbb{N} be such that dm(dk)0d-m(d-k)\geq 0. In addition, suppose that WW is contained in a spherical cap of radius π/4\pi/4 if κ=1\kappa=1. If BW𝐌κdB_{W}\subset\mathbf{M}_{\kappa}^{d} is a geodesic ball with κd(W)=κd(BW)\mathcal{H}_{\kappa}^{d}(W)=\mathcal{H}_{\kappa}^{d}(B_{W}), then

VarFW,t,κ(m)VarFBW,t,κ(m).\operatorname{Var}F_{W,t,\kappa}^{(m)}\leq\operatorname{Var}F_{B_{W},t,\kappa}^{(m)}.

Equality holds if and only if there is an isometry φ\varphi of 𝐌κd\mathbf{M}^{d}_{\kappa} such that W=φ(BW)W=\varphi(B_{W}), up to sets of κd\mathcal{H}_{\kappa}^{d}-measure zero.

Remark 1.7.
  • (i)

    We remark that the lower bound for VarFW,t,κ(m)\operatorname{Var}F_{W,t,\kappa}^{(m)} in Euclidean space is zero. For d=2d=2 this can be checked by taking in [24, Lemma 6.1] a rectangle with side lengths a=na=n and b=1/nb=1/n, and then letting nn\to\infty. Similar examples are possible in higher dimensions as well.

  • (ii)

    A corresponding inequality also holds for the covariances between FW,t,κ(m1)F_{W,t,\kappa}^{(m_{1})} and FW,t,κ(m2)F_{W,t,\kappa}^{(m_{2})}, where m1,m2m_{1},m_{2}\in\mathbb{N} satisfy dmi(dk)0d-m_{i}(d-k)\geq 0 for i{1,2}i\in\{1,2\}.

  • (iii)

    If k=0k=0, then m=1m=1 and VarFW,t,κ(1)=tκd(W)\operatorname{Var}F_{W,t,\kappa}^{(1)}=t\mathcal{H}^{d}_{\kappa}(W). For this reason Theorem 1.6 only deals with the case k1k\geq 1.

  • (iv)

    For κ=0\kappa=0 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 𝐬𝐧κ:[0,)[0,)\operatorname{\mathbf{sn}}_{\kappa}:[0,\infty)\to[0,\infty), for κ{1,0,1}\kappa\in\{-1,0,1\}, which is defined as

𝐬𝐧κ(r):={sinr,κ=1,r,κ=0,sinhr,κ=1,\operatorname{\mathbf{sn}}_{\kappa}(r):=\begin{cases}\sin r,&\kappa=1,\\ r,&\kappa=0,\\ \sinh r,&\kappa=-1,\end{cases} (1.8)

for r0r\geq 0. Recall that dκd_{\kappa} denotes the intrinsic metric of 𝐌κd\mathbf{M}^{d}_{\kappa}.

Theorem 1.8 (Blaschke–Petkantschin type formula).

Let κ{1,0,1}\kappa\in\{-1,0,1\}, d2d\geq 2, and k{1,,d1}k\in\{1,\ldots,d-1\}. If f:𝐌κd×𝐌κd[0,]f:\mathbf{M}^{d}_{\kappa}\times\mathbf{M}^{d}_{\kappa}\to[0,\infty] is a measurable function, then

𝐀κ(d,k)EEf(x,y)𝐬𝐧κdkdκ(x,y)κk(dx)κk(dy)μk,κ(dE)\displaystyle\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\int_{E}\int_{E}f(x,y)\operatorname{\mathbf{sn}}_{\kappa}^{d-k}d_{\kappa}(x,y)\,\mathcal{H}_{\kappa}^{k}(\textup{d}x)\,\mathcal{H}_{\kappa}^{k}(\textup{d}y)\,\mu_{k,\kappa}(\textup{d}E)
=ωkωd𝐌κd𝐌κdf(x,y)κd(dx)κd(dy).\displaystyle\qquad=\frac{\omega_{k}}{\omega_{d}}\int_{\mathbf{M}_{\kappa}^{d}}\int_{\mathbf{M}_{\kappa}^{d}}f(x,y)\,\mathcal{H}^{d}_{\kappa}(\textup{d}x)\,\mathcal{H}^{d}_{\kappa}(\textup{d}y). (1.9)

The Euclidean case κ=0\kappa=0 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 k2k\geq 2 from the special case k=1k=1 by another basic integral-geometric relation. For the case k=1k=1 we provide a completely new approach in hyperbolic space (κ=1\kappa=-1) 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 k=1k=1). 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 dd-dimensional standard space of constant curvature 𝐌κd\mathbf{M}^{d}_{\kappa} with κ{1,0,1}\kappa\in\{-1,0,1\} and intrinsic metric dκd_{\kappa}. An arbitrarily fixed reference point in 𝐌κd\mathbf{M}^{d}_{\kappa} (the “origin”) will be denoted by pp. As the canonical model space for 𝐌0d\mathbf{M}^{d}_{0}, we use the Euclidean space d\mathbb{R}^{d} with Euclidean scalar product \bullet and norm \|\cdot\|, and we choose p=op=o. The Euclidean unit sphere SSd\SS^{d} in the Euclidean space d+1\mathbb{R}^{d+1} will be the model space for 𝐌1d\mathbf{M}^{d}_{1}, and often it is convenient to choose an orthogonal coordinate system (o,e1,,en+1)(o,e_{1},\ldots,e_{n+1}) of n+1\mathbb{R}^{n+1} such that p=en+1p=e_{n+1} (the “north pole”). Instead of 𝐌1d\mathbf{M}^{d}_{-1} we prefer to write d\mathbb{H}^{d} if only the hyperbolic space is considered. The Beltrami–Klein model (sometimes also called projective ball model), based on the open Euclidean unit ball 𝖡d{\sf B}^{d} in d\mathbb{R}^{d}, will be a useful model space for the hyperbolic space d\mathbb{H}^{d}. For this model space the choice p=op=o is convenient. For more specific information on the Beltrami–Klein model, we refer to [44, Chapter 6].

Recall that for k{0,1,,d1}k\in\{0,1,\ldots,d-1\} 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k) denotes the space of kk-dimensional totally geodesic submanifolds of 𝐌κd\mathbf{M}^{d}_{\kappa}, which we call kk-geodesics or kk-flats, for short. We write 𝐆κ(d,k)\operatorname{\mathbf{G}}_{\kappa}(d,k) for the space of those elements of 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k) that pass through the previously fixed origin pp of 𝐌κd\mathbf{M}^{d}_{\kappa}. In particular, we write 𝐀h(d,k)\operatorname{\mathbf{A}}_{h}(d,k) for 𝐀1(d,k)\operatorname{\mathbf{A}}_{-1}(d,k) and 𝐆h(d,k)\operatorname{\mathbf{G}}_{h}(d,k) for 𝐆1(d,k)\operatorname{\mathbf{G}}_{-1}(d,k) when we are working in the hyperbolic space only. In the model space d\mathbb{R}^{d} of 𝐌0d\mathbf{M}_{0}^{d} the kk-flats are kk-dimensional affine subspaces of d\mathbb{R}^{d}. In the model space SSd\SS^{d} of 𝐌1d\mathbf{M}_{1}^{d}, the kk-flats are kk-dimensional great subspheres of SSd\SS^{d}, which arise as intersections of the dd-dimensional unit sphere SSdd+1\SS^{d}\subset\mathbb{R}^{d+1} with (k+1)(k+1)-dimensional linear subspaces of d+1\mathbb{R}^{d+1}, that is elements of 𝐆0(d+1,k+1)\operatorname{\mathbf{G}}_{0}(d+1,k+1). In the Beltrami–Klein model for 𝐌1d\mathbf{M}_{-1}^{d}, the kk-flats are the non-empty intersections of kk-dimensional affine subspaces of d\mathbb{R}^{d} with the dd-dimensional open unit ball 𝖡d{\sf B}^{d}.

Since the isometry group I(𝐌κd)I(\mathbf{M}^{d}_{\kappa}) of 𝐌κd\mathbf{M}^{d}_{\kappa} is unimodular (for κ=1\kappa=-1, see [2, Proposition C.4.11] or [23, Chapter X, Proposition 1.4] together with the fact that I(𝐌κd)I(\mathbf{M}^{d}_{\kappa}) is semi-simple as a Lie group) and 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k) is a homogeneous I(𝐌κd)I(\mathbf{M}^{d}_{\kappa})-space, there exists an I(𝐌κd)I(\mathbf{M}^{d}_{\kappa})-invariant measure on 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k), which is unique up to a constant factor. We write μk,κ\mu_{k,\kappa} for this measure and use the abbreviation μk\mu_{k} if κ=1\kappa=-1. The normalization of μk,0\mu_{k,0} is chosen as in [49] and the normalization (and parametrization) of μk\mu_{k} will be as in [26, Equation (6)]. More precisely, if we denote by dhd_{h} the intrinsic metric of d\mathbb{H}^{d}, then

μk(B)=𝐆h(d,dk)Lcoshkdh(x,p)𝟙{H(L,x)B}dk(dx)νdk,h(dL)\displaystyle\mu_{k}(B)=\int_{\operatorname{\mathbf{G}}_{h}(d,d-k)}\int_{L}\cosh^{k}d_{h}(x,p)\,\operatorname{\mathbbm{1}}\{H(L,x)\in B\}\ \mathcal{H}^{d-k}(\textup{d}x)\,\nu_{d-k,h}(\textup{d}L) (2.1)

for a Borel set B𝐀h(d,k)B\subset\operatorname{\mathbf{A}}_{h}(d,k), where H(L,x)H(L,x) denotes the kk-flat passing through xLx\in L that is orthogonal to LL at xx, νdk,h\nu_{d-k,h} is the Borel probability measure on the space 𝐆h(d,dk)\operatorname{\mathbf{G}}_{h}(d,d-k), which is invariant under all isometries that fix the origin pp, and dk=1dk\mathcal{H}^{d-k}=\mathcal{H}_{-1}^{d-k} stands for the Hausdorff measure on LL induced by the hyperbolic distance (see also the discussion below). If k=0k=0, then (2.1) specializes to μ0=d\mu_{0}=\mathcal{H}^{d}. Since 𝐀1(d,k)\operatorname{\mathbf{A}}_{1}(d,k) is a compact space, the measure μk,1\mu_{k,1} is often normalized as a probability measure. Instead we choose the normalization so that μk,1(𝐀1(d,k))=ωd+1/ωk+1\mu_{k,1}(\operatorname{\mathbf{A}}_{1}(d,k))=\omega_{d+1}/\omega_{k+1}. 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 κs\mathcal{H}^{s}_{\kappa}, for s0s\geq 0, are defined (in each case) with respect to the underlying Riemannian metric (or the intrinsic metric) dκd_{\kappa} and for s=ds=d they yield the natural volume measure on 𝐌κd\mathbf{M}_{\kappa}^{d}. If a Hausdorff measure κk\mathcal{H}^{k}_{\kappa} is applied on a kk-flat EE (with the induced Riemannian metric), we do not indicate EE in our notation (in particular if EE is clear from the context), since we always have κk=E,κk\mathcal{H}^{k}_{\kappa}=\mathcal{H}^{k}_{E,\kappa}, where E,κk\mathcal{H}^{k}_{E,\kappa} denotes the respective Hausdorff measure within EE.

We are now prepared to present the Crofton formula for the standard spaces 𝐌κd\mathbf{M}_{\kappa}^{d}. 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 0ikd10\leq i\leq k\leq d-1, and let W𝐌κdW\subset\mathbf{M}_{\kappa}^{d} with κ{1,0,1}\kappa\in\{-1,0,1\} be a Borel set which is Hausdorff (d+ik)(d+i-k)-rectifiable. Then

𝐀κ(d,k)κi(WE)μk,κ(dE)=ωd+1ωi+1ωk+1ωdk+i+1κd+ik(W).\displaystyle\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\mathcal{H}_{\kappa}^{i}(W\cap E)\,\mu_{k,\kappa}(\textup{d}E)=\frac{\omega_{d+1}\omega_{i+1}}{\omega_{k+1}\omega_{d-k+i+1}}\mathcal{H}_{\kappa}^{d+i-k}(W). (2.2)

2.2 Representation as Poisson U-statistics

Let η\eta be a Poisson process on a measurable space 𝕏\mathbb{X} with a non-atomic intensity measure. We then call a functional F=F(η)F=F(\eta) a Poisson U-statistic of order mm\in\mathbb{N} if FF can be represented as

F(η)=1m!(x1,,xm)ηmf(x1,,xm),\displaystyle F(\eta)=\frac{1}{m!}\sum_{(x_{1},\ldots,x_{m})\in\eta_{\neq}^{m}}f(x_{1},\ldots,x_{m}),

with some measurable function f:𝕏m[0,]f:\mathbb{X}^{m}\to[0,\infty], which is symmetric in its arguments and where ηm\eta_{\neq}^{m} denotes the set of all mm-tuples of distinct points in the support of η\eta. We call ff a kernel function for FF. 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 W𝐌κdW\subset\mathbf{M}_{\kappa}^{d} and consider the Poisson U-statistic FW,t,κ(m)F_{W,t,\kappa}^{(m)} of order mm on the space 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k) with kernel fκ:𝐀κ(d,k)m[0,]f_{\kappa}:\operatorname{\mathbf{A}}_{\kappa}(d,k)^{m}\rightarrow[0,\infty] given by

fκ(E1,,Em):=κdm(dk)(E1EmW)𝟙{dim(E1Em)=dm(dk)},f_{\kappa}(E_{1},\ldots,E_{m}):=\mathcal{H}_{\kappa}^{d-m(d-k)}(E_{1}\cap\ldots\cap E_{m}\cap W)\,\operatorname{\mathbbm{1}}\{\text{dim}(E_{1}\cap\ldots\cap E_{m})=d-m(d-k)\},

while the underlying Poisson process ηt,κ\eta_{t,\kappa} on 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k) has intensity measure tμk,κt\mu_{k,\kappa}. The Poisson U-statistic FW,t,κ(m)F_{W,t,\kappa}^{(m)} admits the Wiener–Itô chaos decomposition

FW,t,κ(m)=𝔼[FW,t,κ(m)]+I1(fW,t,κ,1(m))++Im(fW,t,κ,m(m))\displaystyle{F}_{W,t,\kappa}^{(m)}=\mathbb{E}[{F}_{W,t,\kappa}^{(m)}]+I_{1}(f_{W,t,\kappa,1}^{(m)})+\ldots+I_{m}(f_{W,t,\kappa,m}^{(m)}) (2.3)

with functions fW,t,κ,i(m):𝐀κ(d,k)if_{W,t,\kappa,i}^{(m)}:\operatorname{\mathbf{A}}_{\kappa}(d,k)^{i}\to\mathbb{R}, i{1,,m}i\in\{1,\ldots,m\}, given by

fW,t,κ,i(m)(E1,,Ei)\displaystyle f_{W,t,\kappa,i}^{(m)}(E_{1},\ldots,E_{i})
=(mi)tmim!𝐀κ(d,k)miκdm(dk)(E1EiEi+1EmW)\displaystyle\qquad=\binom{m}{i}\frac{t^{m-i}}{m!}\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)^{m-i}}\mathcal{H}_{\kappa}^{d-m(d-k)}(E_{1}\cap\ldots\cap E_{i}\cap E_{i+1}\cap\ldots\cap E_{m}\cap W)
×𝟙{dim(E1Em)=dm(dk)}μk,κmi(d(Ei+1,,Em)),\displaystyle\hskip 85.35826pt\times\operatorname{\mathbbm{1}}\{\text{dim}(E_{1}\cap\ldots\cap E_{m})=d-m(d-k)\}\ \mu_{k,\kappa}^{m-i}(\textup{d}(E_{i+1},\ldots,E_{m})), (2.4)

where Ii()I_{i}(\,\cdot\,) stands for the Wiener–Itô integral with respect to the compensated Poisson process ηt,κμk,κ\eta_{t,\kappa}-\mu_{k,\kappa}, see [35, Chapter 12] for further details. Note that for κ=1\kappa=-1 and t=1t=1 the choice W=Br,1d=:BrdW=B_{r,-1}^{d}=:B^{d}_{r} yields

Fr(m)=FBrd,1,1(m)andF~r(m)=Fr(m)𝔼Fr(m)VarFr(m),F_{r}^{(m)}=F_{B^{d}_{r},1,-1}^{(m)}\quad\text{and}\quad\widetilde{F}^{(m)}_{r}=\frac{F_{r}^{(m)}-\mathbb{E}F_{r}^{(m)}}{\sqrt{\operatorname{Var}F_{r}^{(m)}}}, (2.5)

for the functionals Fr(m)F_{r}^{(m)} and F~r(m)\widetilde{F}_{r}^{(m)} 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 κ=1\kappa=-1 and the intersection of the kk-flats E1,,EmE_{1},\ldots,E_{m} is non-empty, while for κ{0,1}\kappa\in\{0,1\} this is always the case. For convenience, we assign to the empty set the dimension 1-1.

Lemma 2.2.

Let κ{1,0,1}\kappa\in\{-1,0,1\}. Let d2d\geq 2, k{0,1,,d1}k\in\{0,1,\ldots,d-1\} and r{1,,ddk}r\in\{1,\ldots,\lfloor\frac{d}{d-k}\rfloor\}. Then, for μk,κr\mu_{k,\kappa}^{r}-almost all (E1,,Er)𝐀κ(d,k)r(E_{1},\ldots,E_{r})\in\operatorname{\mathbf{A}}_{\kappa}(d,k)^{r},

dim(E1Er){{1,dr(dk)},if κ=1,=dr(dk),if κ{0,1}.\operatorname{dim}(E_{1}\cap\ldots\cap E_{r})\begin{cases}\in\{-1,d-r(d-k)\},&\text{if }\kappa=-1,\\ =d-r(d-k),&\text{if }\kappa\in\{0,1\}.\end{cases}
Proof.

If k=0k=0, then r=1r=1, E1E_{1} is a point and the assertion holds with dim(E1)=0\operatorname{dim}(E_{1})=0 for each κ{1,0,1}\kappa\in\{-1,0,1\}. We can thus assume that k1k\geq 1. We first consider the case κ=1\kappa=1. With Ei𝐀1(d,k)E_{i}\in\operatorname{\mathbf{A}}_{1}(d,k) we associate the linear subspace Ui𝐆0(d+1,k+1)U_{i}\in\operatorname{\mathbf{G}}_{0}(d+1,k+1) spanned by EiE_{i}. Then, [49, Lemma 13.2.1] (or [48, Lemma 4.4.1]) and an induction argument yield that

dim(U1Ur)=(k+1)r(r1)(d+1)=dr(dk)+1\operatorname{dim}(U_{1}\cap\ldots\cap U_{r})=(k+1)r-(r-1)(d+1)=d-r(d-k)+1

for almost all (U1,,Ur)𝐆0(d+1,k+1)r(U_{1},\ldots,U_{r})\in\operatorname{\mathbf{G}}_{0}(d+1,k+1)^{r} with respect to the rr-fold product measure of the Haar measure on 𝐆0(d+1,k+1)\operatorname{\mathbf{G}}_{0}(d+1,k+1). Hence the assertion follows from the fact that E1Er=U1Ur𝕊dE_{1}\cap\ldots\cap E_{r}=U_{1}\cap\ldots\cap U_{r}\cap\mathbb{S}^{d}.

For κ=1\kappa=-1 and k=d1k=d-1, the assertion has been proven in [26]. We now extend the argument to the remaining cases k{1,,d2}k\in\{1,\ldots,d-2\}. For each j{1,,r}j\in\{1,\ldots,r\} we obtain a “random uniform” kk-flat EjE_{j} as the intersection of dkd-k “independent random uniform” hyperplanes H1(j),,Hdk(j)𝐀h(d,d1)H^{(j)}_{1},\ldots,H^{(j)}_{d-k}\in\operatorname{\mathbf{A}}_{h}(d,d-1), that is, for j{1,,r}j\in\{1,\ldots,r\} there are hyperplanes H1(j),,Hdk(j)H^{(j)}_{1},\ldots,H^{(j)}_{d-k} (all “independent”) such that

E1Er=j=1r(H1(j)Hdk(j)).E_{1}\cap\ldots\cap E_{r}=\bigcap_{j=1}^{r}(H^{(j)}_{1}\cap\ldots\cap H^{(j)}_{d-k}).

More explicitly, by an rr-fold application of [26, Lemma 4] we obtain that

𝐀h(d,k)r𝟙{dim(E1Er){1,dr(dk)}}μkr(d(E1,,Er))\displaystyle\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{r}}\operatorname{\mathbbm{1}}\{\operatorname{dim}(E_{1}\cap\ldots\cap E_{r})\notin\{-1,d-r(d-k)\}\}\,\mu_{k}^{r}(\textup{d}(E_{1},\ldots,E_{r}))
=c(d,k)r𝐀h(d,d1)r(dk)𝟙{dim(j=1r(H1(j)Hdk(j))){1,dr(dk)}}\displaystyle=c(d,k)^{-r}\int_{\operatorname{\mathbf{A}}_{h}(d,d-1)^{r(d-k)}}\operatorname{\mathbbm{1}}\Big{\{}\operatorname{dim}(\bigcap_{j=1}^{r}(H^{(j)}_{1}\cap\ldots\cap H^{(j)}_{d-k}))\notin\{-1,d-r(d-k)\}\Big{\}}
×μd1r(dk)(d(H1(1),,Hdk(r))),\displaystyle\qquad\qquad\qquad\qquad\qquad\qquad\qquad\qquad\qquad\qquad\times\mu_{d-1}^{r(d-k)}(\textup{d}(H_{1}^{(1)},\ldots,H_{d-k}^{(r)})), (2.6)

where

c(d,k)=ωk+1ωd+1(ωd+1ωd)dk.c(d,k)=\frac{\omega_{k+1}}{\omega_{d+1}}\Big{(}\frac{\omega_{d+1}}{\omega_{d}}\Big{)}^{d-k}.

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 μkr\mu_{k}^{r}-almost all (E1,,Er)𝐀h(d,k)r(E_{1},\ldots,E_{r})\in\operatorname{\mathbf{A}}_{h}(d,k)^{r}. This proves the claim.

Finally, for κ=0\kappa=0 the proof (first for k=d1k=d-1, but then for all k{1,,d1}k\in\{1,\ldots,d-1\}) essentially follows in the same way as in the case κ=1\kappa=-1. We only have to observe that if dim(E1Er)dr(dk)\operatorname{dim}(E_{1}\cap\ldots\cap E_{r})\neq d-r(d-k), then by basic facts of linear algebra we have dim(E1Er)>dr(dk)\operatorname{dim}(E_{1}\cap\ldots\cap E_{r})>d-r(d-k), in particular E1ErE_{1}\cap\ldots\cap E_{r}\neq\varnothing. ∎

The next lemma extends Lemma 4 in [26]. We write 𝐀κ(d,k)r\operatorname{\mathbf{A}}^{\ast}_{\kappa}(d,k)^{r} for the set of all (E1,,Er)𝐀κ(d,k)r(E_{1},\ldots,E_{r})\in\operatorname{\mathbf{A}}_{\kappa}(d,k)^{r} with E1ErE_{1}\cap\ldots\cap E_{r}\neq\varnothing if κ=1\kappa=-1 and set 𝐀κ(d,k)r:=𝐀κ(d,k)r\operatorname{\mathbf{A}}^{\ast}_{\kappa}(d,k)^{r}:=\operatorname{\mathbf{A}}_{\kappa}(d,k)^{r} if κ{0,1}\kappa\in\{0,1\}.

Lemma 2.3.

Let κ{1,0,1}\kappa\in\{-1,0,1\}. Let d2d\geq 2, k{0,1,,d1}k\in\{0,1,\ldots,d-1\} and r{1,,ddk}r\in\{1,\ldots,\lfloor\frac{d}{d-k}\rfloor\}. If f:𝐀κ(d,k)rf:\operatorname{\mathbf{A}}^{\ast}_{\kappa}(d,k)^{r}\to\mathbb{R} is a nonnegative, measurable function, then

𝐀κ(d,k)rf(E1Er)μk,κr(d(E1,,Er))\displaystyle\int_{\operatorname{\mathbf{A}}^{\ast}_{\kappa}(d,k)^{r}}f(E_{1}\cap\ldots\cap E_{r})\,\mu^{r}_{k,\kappa}(\textup{d}(E_{1},\ldots,E_{r}))
=ωdr(dk)+1ωd+1(ωd+1ωk+1)r𝐀κ(d,dr(dk))f(E)μdr(dk),κ(dE).\displaystyle\qquad=\frac{\omega_{d-r(d-k)+1}}{\omega_{d+1}}\left(\frac{\omega_{d+1}}{\omega_{k+1}}\right)^{r}\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-r(d-k))}f(E)\,\mu_{d-r(d-k),\kappa}(\textup{d}E).
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 r+1r+1 times to see that the constant is chosen correctly.

Alternatively, observing first that Lemma 4 in [26] holds for κ{1,0,1}\kappa\in\{-1,0,1\}, we can apply this lemma r+1r+1 times to obtain the assertion. Proceeding in this way, the constant on the right side is

c(d,dr(dk))c(d,k)r,\frac{c(d,d-r(d-k))}{c(d,k)^{r}},

which equals the constant given in the statement of the lemma. ∎

A consequence of the representation for FW,t,κ(m)F_{W,t,\kappa}^{(m)} as given in (2.3), is the following exact expression for its variance in terms of the functions fW,t,κ,i(m)f_{W,t,\kappa,i}^{(m)}. From [35, Proposition 12.12] we obtain

VarFW,t,κ(m)=i=1mi!t2miAW,κ,i(m),\operatorname{Var}F_{W,t,\kappa}^{(m)}=\sum_{i=1}^{m}i!\,t^{2m-i}A_{W,\kappa,i}^{(m)}, (2.7)

where AW,κ,i(m)A_{W,\kappa,i}^{(m)} for i{1,,m}i\in\{1,\ldots,m\} is given by

AW,κ,i(m):=(mi)2𝐀κ(d,k)i(1m!𝐀κ(d,k)miκdm(dk)(E1EiEi+1EmW)×𝟙{dim(E1Em)=dm(dk)}μk,κmi(d(Ei+1,,Em)))2×μk,κi(d(E1,,Ei)).\begin{split}A_{W,\kappa,i}^{(m)}:=&\binom{m}{i}^{2}\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)^{i}}\Bigg{(}\frac{1}{m!}\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)^{m-i}}\ \mathcal{H}^{d-m(d-k)}_{\kappa}(E_{1}\cap\ldots\cap E_{i}\cap E_{i+1}\cap\ldots\cap E_{m}\cap W)\\ &\times\operatorname{\mathbbm{1}}\{\text{dim}(E_{1}\cap\ldots\cap E_{m})=d-m(d-k)\}\,\mu_{k,\kappa}^{m-i}(\textup{d}(E_{i+1},\ldots,E_{m}))\Bigg{)}^{2}\\ &\times\mu_{k,\kappa}^{i}(\textup{d}(E_{1},\ldots,E_{i})).\end{split}

Note that in this formula we can restrict the integration to mm-tuples of flats with non-empty intersections. Then Lemma 2.2 shows that the indicator function can be replaced by 11. Moreover, 𝐀κ(d,k)mi\operatorname{\mathbf{A}}_{\kappa}(d,k)^{m-i} can be replaced by 𝐀κ(d,k)mi\operatorname{\mathbf{A}}_{\kappa}^{\ast}(d,k)^{m-i} and 𝐀κ(d,k)i\operatorname{\mathbf{A}}_{\kappa}(d,k)^{i} by 𝐀κ(d,k)i\operatorname{\mathbf{A}}_{\kappa}^{\ast}(d,k)^{i}. Then, for μk,κi\mu_{k,\kappa}^{i}-almost all (E1,,Ei)𝐀κ(d,k)i(E_{1},\ldots,E_{i})\in\operatorname{\mathbf{A}}_{\kappa}^{\ast}(d,k)^{i}, we have dim(E1Ei)=di(dk)\operatorname{dim}(E_{1}\cap\ldots\cap E_{i})=d-i(d-k). Applying first Lemma 2.3 to the integrations with respect to (Ei+1,,Em)(E_{i+1},\ldots,E_{m}) and to (E1,,Ei)(E_{1},\ldots,E_{i}), and then Lemma 2.1 with respect to F=Ei+1EmF=E_{i+1}\cap\ldots\cap E_{m} and the (di(dk))(d-i(d-k))-rectifiable set EW=E1EiWE\cap W=E_{1}\cap\ldots\cap E_{i}\cap W, we obtain

AW,κ,i(m)\displaystyle A_{W,\kappa,i}^{(m)} =(mi)21(m!)2c(d,d(mi)(dk))2c(d,k)2(mi)c(d,di(dk))c(d,k)i\displaystyle=\binom{m}{i}^{2}\frac{1}{(m!)^{2}}\frac{c(d,d-(m-i)(d-k))^{2}}{c(d,k)^{2(m-i)}}\frac{c(d,d-i(d-k))}{c(d,k)^{i}}
×𝐀κ(d,di(dk))(𝐀κ(d,d(mi)(dk))κdm(dk)(EWF)μd(mi)(dk),κ(dF))2\displaystyle\quad\times\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-i(d-k))}\left(\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-(m-i)(d-k))}\mathcal{H}^{d-m(d-k)}_{\kappa}(E\cap W\cap F)\,\mu_{d-(m-i)(d-k),\kappa}(\textup{d}F)\right)^{2}
×μdi(dk),κ(dE)\displaystyle\quad\times\mu_{d-i(d-k),\kappa}(\textup{d}E)
=(mi)21(m!)2c(d,d(mi)(dk))2c(d,di(dk))c(d,k)2(mi)c(d,k)i(ωd+1ωdm(dk)+1ωd(mi)(dk)+1ωdi(dk)+1)2\displaystyle=\binom{m}{i}^{2}\frac{1}{(m!)^{2}}\frac{c(d,d-(m-i)(d-k))^{2}c(d,d-i(d-k))}{c(d,k)^{2(m-i)}c(d,k)^{i}}\left(\frac{\omega_{d+1}\omega_{d-m(d-k)+1}}{\omega_{d-(m-i)(d-k)+1}\omega_{d-i(d-k)+1}}\right)^{2}
×𝐀κ(d,di(dk))κdi(dk)(EW)2μdi(dk),κ(dE).\displaystyle\quad\times\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-i(d-k))}\mathcal{H}_{\kappa}^{d-i(d-k)}(E\cap W)^{2}\,\mu_{d-i(d-k),\kappa}(\textup{d}E).

After simplification of the constants, we finally get

AW,κ,i(m)=\displaystyle A_{W,\kappa,i}^{(m)}= (mi)21(m!)2(ωd+1ωk+1)2miωdm(dk)+12ωd+1ωdi(dk)+1\displaystyle\binom{m}{i}^{2}\frac{1}{(m!)^{2}}\Big{(}\frac{\omega_{d+1}}{\omega_{k+1}}\Big{)}^{2m-i}\frac{\omega_{d-m(d-k)+1}^{2}}{\omega_{d+1}\omega_{d-i(d-k)+1}}
×𝐀κ(d,di(dk))κdi(dk)(EW)2μdi(dk),κ(dE)\displaystyle\times\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-i(d-k))}\ \mathcal{H}_{\kappa}^{d-i(d-k)}(E\cap W)^{2}\ \mu_{d-i(d-k),\kappa}(\textup{d}E) (2.8)

for i{1,,m}i\in\{1,\ldots,m\}.

The same reasoning also shows that (2.2) simplifies to

fW,t,κ,i(m)(E1,,Ei)=(mi)tmim!(ωd+1ωk+1)miωdm(dk)+1ωdi(dk)+1κdi(dk)(E1EiW)f^{(m)}_{W,t,\kappa,i}(E_{1},\ldots,E_{i})=\binom{m}{i}\frac{t^{m-i}}{m!}\left(\frac{\omega_{d+1}}{\omega_{k+1}}\right)^{m-i}\frac{\omega_{d-m(d-k)+1}}{\omega_{d-i(d-k)+1}}\mathcal{H}_{\kappa}^{d-i(d-k)}(E_{1}\cap\ldots\cap E_{i}\cap W) (2.9)

for μk,κi\mu_{k,\kappa}^{i}-almost all (E1,,Ei)𝐀κ(d,k)i(E_{1},\ldots,E_{i})\in\operatorname{\mathbf{A}}_{\kappa}(d,k)^{i}. Thus we have

t2miAW,κ,i(m)=𝐀κ(d,k)ifW,t,κ,i(m)(E1,,Ei)2(tμk,κ)i(d(E1,,Ei)),t^{2m-i}A_{W,\kappa,i}^{(m)}=\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)^{i}}f^{(m)}_{W,t,\kappa,i}(E_{1},\ldots,E_{i})^{2}\,(t\mu_{k,\kappa})^{i}(\textup{d}(E_{1},\ldots,E_{i})),

which is consistent with (2.3) and the isometry property of the Wiener–Itô integrals.

2.3 Integral asymptotics in the hyperbolic case

In this paper we already have and below will further encounter integral expressions of the form

𝐀h(d,k)k(EBrd)μk(dE),\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E\cap B_{r}^{d})^{\ell}\,\mu_{k}(\textup{d}E), (2.10)

where Brd=Br,1dB_{r}^{d}=B_{r,-1}^{d} is a dd-dimensional hyperbolic ball of radius r>0r>0, k{0,1,,d1}k\in\{0,1,\ldots,d-1\} and \ell\in\mathbb{N}. Note that in this section we restrict ourselves to the case of the hyperbolic space with κ=1\kappa=-1 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 rr\to\infty. 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 r1r\geq 1 and k{0,1,,d1}k\in\{0,1,\ldots,d-1\}. For any \ell\in\mathbb{N} there exist constants c,C>0c,C>0, depending only on k,k,\ell and dd, such that

cg(k,,d,r)\displaystyle c\,g(k,\ell,d,r)\ 𝐀h(d,k)k(EBrd)μk(dE)Cg(k,,d,r)\displaystyle\leq\ \int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E\cap B_{r}^{d})^{\ell}\,\mu_{k}(\textup{d}E)\ \leq\ C\,g(k,\ell,d,r)
with
g(k,,d,r)\displaystyle g(k,\ell,d,r) :={er(d1):(k1)<d1,rer(d1):(k1)=d1,er(k1):(k1)>d1.\displaystyle:=\begin{cases}e^{r(d-1)}&:\,\ell(k-1)<d-1,\\ re^{r(d-1)}&:\,\ell(k-1)=d-1,\\ e^{\ell r(k-1)}&:\,\ell(k-1)>d-1.\end{cases}

The previous lemma allows us to obtain the following asymptotic result for the quantities

Ar,i(m):=ABrd,1,i(m)A_{r,i}^{(m)}:=A_{B_{r}^{d},-1,i}^{(m)} (2.11)

for which we derived in (2.8) a simplified representation in terms of an integral of the form (2.10) with =2\ell=2.

In order to improve the readability of the subsequent arguments and results, we introduce the following notations: Let 𝕏\mathbb{X} be a set. We write f(x)g(x)f(x)\lesssim g(x) (f(x)g(x)f(x)\gtrsim g(x)) for functions f,g:𝕏f,g:\mathbb{X}\rightarrow\mathbb{R} if there exists a constant C>0C>0 such that f(x)Cg(x)f(x)\leq Cg(x) (f(x)Cg(x)f(x)\geq Cg(x)) for all x𝕏x\in\mathbb{X} and f(x)g(x)f(x)\asymp g(x) if there exist constants c,C>0c,C>0 such that cf(x)g(x)Cf(x)c\ f(x)\leq g(x)\leq Cf(x) for all x𝕏x\in\mathbb{X}. For a family of functions depending on some parameter rr we write fr(x)f(x)f_{r}(x)\sim f(x) if fr(x)/f(x)1f_{r}(x)/f(x)\rightarrow 1 as rr\rightarrow\infty for each x𝕏x\in\mathbb{X}. If we work in a dd-dimensional standard space of constant curvature 𝐌κd\mathbf{M}^{d}_{\kappa}, κ{1,0,1}\kappa\in\{-1,0,1\}, the occurring constants may depend on the dimension dd (any dependence on other parameters can be subsumed under the dependence on dd).

The following result deals again with the hyperbolic case.

Lemma 2.5.

For all r1r\geq 1, k{0,1,,d1}k\in\{0,1,\ldots,d-1\} and i{1,,m}i\in\{1,\ldots,m\},

Ar,i(m)\displaystyle A_{r,i}^{(m)}\ {er(d1): 2i(dk)>d1,rer(d1): 2i(dk)=d1,e2r(di(dk)1): 2i(dk)<d1.\displaystyle\asymp\begin{cases}e^{r(d-1)}&:\,2i(d-k)>d-1,\\ re^{r(d-1)}&:\,2i(d-k)=d-1,\\ e^{2r(d-i(d-k)-1)}&:\,2i(d-k)<d-1.\end{cases}

In particular, if 2k<d+12k<d+1, then

Ar,i(m)er(d1)for i{1,,m},A_{r,i}^{(m)}\asymp e^{r(d-1)}\quad\text{for }i\in\{1,\ldots,m\}, (2.12)

and if 2k=d+12k=d+1, then

Ar,1(m)rer(d1) and Ar,i(m)er(d1)for i{2,,m}.A_{r,1}^{(m)}\asymp re^{r(d-1)}\quad\text{ and }\quad A_{r,i}^{(m)}\asymp e^{r(d-1)}\quad\text{for }i\in\{2,\ldots,m\}. (2.13)
Proof.

Following Lemma 2.4 we have

𝐀h(d,di(dk))di(dk)(EBrd)2μdi(dk)(dE)g(di(dk),2,d,r),\displaystyle\int_{\operatorname{\mathbf{A}}_{h}(d,d-i(d-k))}\ \mathcal{H}^{d-i(d-k)}(E\cap B_{r}^{d})^{2}\ \mu_{d-i(d-k)}(\textup{d}E)\asymp g(d-i(d-k),2,d,r),

so that

Ar,i(m){er(d1): 2(di(dk)1)<d1,rer(d1): 2(di(dk)1)=d1,e2r(di(dk)1): 2(di(dk)1)>d1.\displaystyle A_{r,i}^{(m)}\ \asymp\begin{cases}e^{r(d-1)}&:\,2(d-i(d-k)-1)<d-1,\\ re^{r(d-1)}&:\,2(d-i(d-k)-1)=d-1,\\ e^{2r(d-i(d-k)-1)}&:\,2(d-i(d-k)-1)>d-1.\end{cases}

Now, 2(di(dk)1)<d12(d-i(d-k)-1)<d-1 if and only if 2i(dk)>d12i(d-k)>d-1. Consequently, the condition 2(di(dk)1)>d12(d-i(d-k)-1)>d-1 is equivalent to 2i(dk)<d12i(d-k)<d-1 and 2(di(dk)1)=d12(d-i(d-k)-1)=d-1 is equivalent to 2i(dk)=d12i(d-k)=d-1, respectively. From here it is easy to see that if 2k<d+12k<d+1, then we have d1<2(dk)d-1<2(d-k), and if 2k=d+12k=d+1, then d1=2(dk)d-1=2(d-k), yielding (2.12) and (2.13), respectively. ∎

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 Fr(m)F_{r}^{(m)}. It turns out that the precise growth of Var(Fr(m))\operatorname{Var}(F_{r}^{(m)}) depends on the dimension parameter kk relative to the space dimension dd, as the following result shows.

Proposition 3.1.

Let Fr(m)F_{r}^{(m)} be the random variable defined at (2.5), for an underlying Poisson process on 𝐀h(d,k)\operatorname{\mathbf{A}}_{h}(d,k) with k{0,1,,d1}k\in\{0,1,\ldots,d-1\} and intensity 11. Then, as rr\to\infty,

VarFr(m){er(d1): 2k<d+1,rer(d1): 2k=d+1,e2r(k1): 2k>d+1.\displaystyle\operatorname{Var}F_{r}^{(m)}\asymp\begin{cases}e^{r(d-1)}&:\,2k<d+1,\\ re^{r(d-1)}&:\,2k=d+1,\\ e^{2r(k-1)}&:\,2k>d+1.\end{cases}
Proof.

Recalling (2.7), (2.8) and (2.11) we need to determine the order of Ar,i(m)A_{r,i}^{(m)} for i{1,,m}i\in\{1,\ldots,m\}. We have to distinguish three cases. For 2k<d+12k<d+1 the claim directly follows from (2.12) and for 2k=d+12k={d+1} from (2.13), respectively. If 2k>d+12k>d+1, then d1>2(dk)d-1>2(d-k) and it follows from Lemma 2.5 that the term Ar,1(m)A_{r,1}^{(m)} is of the order e2r(k1)e^{2r(k-1)}. Moreover, since 2(k1)>d12(k-1)>d-1 the term Ar,i(m)A_{r,i}^{(m)} is of lower order for i2i\geq 2. ∎

3.2 Proofs of Theorem 1.1 and Theorem 1.2

Refer to caption
Figure 1: Example for a partition in Π2con(4,4,5,5)\Pi^{\rm con}_{\geq 2}(4,4,5,5).

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 d(,){\rm d}_{\diamondsuit}(\,\cdot\,,\,\cdot\,) either the Wasserstein (=W\diamondsuit=W) or the Kolmogorov (=K\diamondsuit=K) distance, this result states in our situation that there exists a constant cm,(0,)c_{m,\diamondsuit}\in(0,\infty) (one can choose cm,W=2m7/2c_{m,W}=2m^{7/2} and cm,K=19m5c_{m,K}=19m^{5}), such that

d(Fr,t,κ(m)𝔼Fr,t,κ(m)VarFr,t,κ(m),N)cm,u,v=1mMu,vVarFr,t,κ(m),\displaystyle{\rm d}_{\diamondsuit}\Bigg{(}\frac{F_{r,t,\kappa}^{(m)}-\mathbb{E}F_{r,t,\kappa}^{(m)}}{\sqrt{\operatorname{Var}F_{r,t,\kappa}^{(m)}}},N\Bigg{)}\leq c_{m,\diamondsuit}\sum_{u,v=1}^{m}\frac{\sqrt{M_{u,v}}}{\operatorname{Var}F_{r,t,\kappa}^{(m)}}, (3.1)

where

Mu,v=σΠ2con(u,u,v,v)J(σ)\displaystyle M_{u,v}=\sum_{\sigma\in\Pi^{\rm con}_{\geq 2}(u,u,v,v)}J(\sigma) (3.2)

with

J(σ):=𝐀h(d,k)|σ|(fr,t,κ,u(m)fr,t,κ,u(m)fr,t,κ,v(m)fr,t,κ,v(m))σd(tμk)|σ|,\displaystyle J(\sigma):=\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{|\sigma|}}(f_{r,t,\kappa,u}^{(m)}\otimes f_{r,t,\kappa,u}^{(m)}\otimes f_{r,t,\kappa,v}^{(m)}\otimes f_{r,t,\kappa,v}^{(m)})_{\sigma}\,\textup{d}(t\mu_{k})^{|\sigma|}, (3.3)

and where fr,t,κ,u(m)f_{r,t,\kappa,u}^{(m)} and fr,t,κ,v(m)f_{r,t,\kappa,v}^{(m)} are defined by (2.2), but with W=BrdW=B^{d}_{r}. Let us explain the notation in (3.2). For n=2u+2vn=2u+2v and a partition σ\sigma of [n]={1,,n}[n]=\{1,\ldots,n\} into non-empty (disjoint) subsets (called blocks), (fr,t,κ,u(m)fr,t,κ,u(m)fr,t,κ,v(m)fr,t,κ,v(m))σ(f_{r,t,\kappa,u}^{(m)}\otimes f_{r,t,\kappa,u}^{(m)}\otimes f_{r,t,\kappa,v}^{(m)}\otimes f_{r,t,\kappa,v}^{(m)})_{\sigma} stands for the tensor product of these functions in which all variables belonging to the same block of σ\sigma have been identified. Also, |σ||\sigma| denotes the number of blocks of σ\sigma. The set of partitions Π2con(u,u,v,v)\Pi^{\rm con}_{\geq 2}(u,u,v,v) in (3.2) is defined as follows. We visualize the elements of [2u+2v]={1,,2u+2v}[2u+2v]=\{1,\ldots,2u+2v\} by a diagram of points arranged in 44 rows, where row ii has precisely uu elements for i{1,2}i\in\{1,2\} and precisely vv elements for i{3,4}i\in\{3,4\}, respectively, representing the arguments of the ii-th function in the tensor product. The blocks of a partition σ\sigma are indicated by closed curves, where the elements enclosed by a curve indicate that these elements belong to the same block of σ\sigma. That a partition σ\sigma of [2u+2v][2u+2v] belongs to the set Π2con(u,u,v,v)\Pi^{\rm con}_{\geq 2}(u,u,v,v) means that

  • (a)

    all blocks of σ\sigma have at least two elements;

  • (b)

    each block of σ\sigma contains at most one element from each row;

  • (c)

    the diagram representing σ\sigma 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 W𝐌κdW\subset\mathbf{M}_{\kappa}^{d} satisfying κd(W)(0,)\mathcal{H}_{\kappa}^{d}(W)\in(0,\infty), for general t>0t>0 and κ{1,0,1}\kappa\in\{-1,0,1\}. It follows from (2.7) that Var(FW,t,κ(m))t2m1\operatorname{Var}(F_{W,t,\kappa}^{(m)})\gtrsim t^{2m-1}. Moreover, in order to bound Mu,vM_{u,v} in (3.2) for u,v{1,,m}u,v\in\{1,\ldots,m\} from above, we count in (3.3) the powers of the intensity tt. First, from (2.9) it follows that each of the functions fr,t,κ,u(m)f_{r,t,\kappa,u}^{(m)} and fr,t,κ,v(m)f_{r,t,\kappa,v}^{(m)} contributes a power tmut^{m-u} and tmvt^{m-v}, respectively. Finally, the integration with respect to (tμk)|σ|(t\mu_{k})^{|\sigma|} gives the factor t|σ|t^{|\sigma|}, while all other terms are constants independent of tt. Thus, J(σ)t2(mu)+2(mv)+|σ|J(\sigma)\lesssim t^{2(m-u)+2(m-v)+|\sigma|} and

Mu,vmaxσΠ2con(u,u,v,v)(t2(mu)+2(mv)+|σ|)12(t2(mu)+2(mv)+2(u+v)3)12=t2m32,\sqrt{M_{u,v}}\lesssim\max_{\sigma\in\Pi_{\geq 2}^{\rm con}(u,u,v,v)}\left(t^{2(m-u)+2(m-v)+|\sigma|}\right)^{\frac{1}{2}}\leq\left(t^{2(m-u)+2(m-v)+2(u+v)-3}\right)^{\frac{1}{2}}=t^{2m-\frac{3}{2}},

since |σ|2(u+v)3|\sigma|\leq 2(u+v)-3 for σΠ2con(u,u,v,v)\sigma\in\Pi^{\rm con}_{\geq 2}(u,u,v,v). 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 t=1t=1 and omit the indices t=1t=1 and κ=1\kappa=-1 in all expressions.

Proof of Theorem 1.2.

In the following, we repeatedly use that

fr,i(m)(E1,,Ei)di(dk)(E1EiBrd).f^{(m)}_{r,i}(E_{1},\ldots,E_{i})\asymp\mathcal{H}^{d-i(d-k)}(E_{1}\cap\ldots\cap E_{i}\cap B^{d}_{r}).

for μki\mu_{k}^{i}-almost all (E1,,Ei)𝐀h(d,k)i(E_{1},\ldots,E_{i})\in\operatorname{\mathbf{A}}_{h}(d,k)^{i}.

Case 1: 𝐦=𝟏\mathbf{m=1}.

In order to bound the right-hand side of (3.1) in this case, we only need to deal with

M1,1=σΠ2con(1,1,1,1)J(σ)𝐀h(d,k)k(EBrd)4μk(dE),\displaystyle M_{1,1}=\sum_{\sigma\in\Pi^{\rm con}_{\geq 2}(1,1,1,1)}J(\sigma)\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E\cap B_{r}^{d})^{4}\,\mu_{k}(\textup{d}E),

since there is only one possible partition in Π2con(1,1,1,1)\Pi^{\rm con}_{\geq 2}(1,1,1,1), as depicted in the left panel of Figure 2.

Refer to caption
Figure 2: Left: The only possible partition in Π2con(1,1,1,1)\Pi^{\rm con}_{\geq 2}(1,1,1,1). Right: The partitions in Π2con(1,1,2,2)\Pi^{\rm con}_{\geq 2}(1,1,2,2).
Sub-case 1.1: 𝐤{𝟐,,𝐝𝟐}\mathbf{k\in\{2,\ldots,\lfloor\frac{d}{2}\rfloor\}}.

According to [26, Lemma 7], we then have

k(EBrd)er(k1)\displaystyle\mathcal{H}^{k}(E\cap B_{r}^{d})\lesssim e^{r(k-1)} (3.4)

for μk\mu_{k}-almost all E𝐀h(d,k)E\in\operatorname{\mathbf{A}}_{h}(d,k), so that

M1,1\displaystyle M_{1,1} e2r(k1)𝐀h(d,k)k(EBrd)2μk(dE)e2r(k1)g(k,2,d,r)er(2k+d3)\displaystyle\lesssim\,e^{2r(k-1)}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E\cap B_{r}^{d})^{2}\mu_{k}(\textup{d}E)\lesssim\,e^{2r(k-1)}\,g(k,2,d,r)\lesssim e^{r(2k+d-3)} (3.5)

by Lemma 2.4.

Sub-case 1.2: 𝐤{𝟎,𝟏}\mathbf{k\in\{0,1\}}.

In this situation, Lemma 2.4 implies that

M1,1\displaystyle M_{1,1} 𝐀h(d,k)k(EBrd)4μk(dE)g(k,4,d,r)er(d1).\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E\cap B_{r}^{d})^{4}\,\mu_{k}(\textup{d}E)\lesssim\,g(k,4,d,r)\asymp\,e^{r(d-1)}.

Combining these results with the lower bound on Var(Fr(1))\operatorname{Var}(F_{r}^{(1)}) in Proposition 3.1, we get (1.4) as well as (1.5) in the case m=1m=1.

Sub-case 1.3: 𝟐𝐤=𝐝+𝟏\mathbf{2k=d+1}.

To establish (1.6) in this case, note that

M1,1\displaystyle M_{1,1} 𝐀h(d,k)k(EBrd)4μk(dE)g(k,4,d,r)e4r(k1)=e2r(d1),\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E\cap B_{r}^{d})^{4}\,\mu_{k}(\textup{d}E)\lesssim\,g(k,4,d,r)\asymp\,e^{4r(k-1)}=e^{2r(d-1)},

which in combination with Proposition 3.1 yields (1.6) for m=1m=1 as well.

Case 2: 𝐦=𝟐\mathbf{m=2}.

Since d2(dk)=2kd<0d-2(d-k)=2k-d<0 if 2k<d2k<d, this case can only occur if d=2kd=2k or d=2k1d=2k-1. In these cases, it remains to bound M1,2M_{1,2} and M2,2M_{2,2}.

Sub-case 2.1: 𝟐𝐤=𝐝\mathbf{2k=d}.

The proof of [26, Theorem 5 (a)] shows that in order to bound M1,2M_{1,2} 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 d=2d=2 and k=1k=1 was covered by [26, Theorem 5(a)], so that we can assume d4d\geq 4 and thus k2k\geq 2. First, for σ1\sigma_{1} as shown on the right in Figure 2 we have

J(σ1)\displaystyle J(\sigma_{1}) 𝐀h(d,k)2k(E1Brd)20(E1E2Brd)2μk2(d(E1,E2))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})^{2}\,\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})^{2}\,\mu^{2}_{k}(\textup{d}(E_{1},E_{2}))
er(k1)𝐀h(d,k)2k(E1Brd)0(E1E2Brd)μk2(d(E1,E2)),\displaystyle\lesssim e^{r(k-1)}\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mu^{2}_{k}(\textup{d}(E_{1},E_{2})),

where we used (3.4) (recall that k2k\geq 2) and bounded 0(E1E2Brd)\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d}) by 1. An application of the Crofton formula (2.2) for the integration with respect to E2E_{2} shows that

J(σ1)\displaystyle J(\sigma_{1}) er(k1)𝐀h(d,k)k(E1Brd)2μk(dE1)er(k1)g(k,2,d,r)er(d+k2)\displaystyle\lesssim e^{r(k-1)}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})^{2}\,\mu_{k}(\textup{d}E_{1})\lesssim e^{r(k-1)}g(k,2,d,r)\lesssim e^{r(d+k-2)}

by Lemma 2.4. Similarly, for σ2\sigma_{2} we have

J(σ2)\displaystyle J(\sigma_{2}) 𝐀h(d,k)2k(E1Brd)k(E2Brd)0(E1E2Brd)2μk2(d(E1,E2))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})\,\mathcal{H}^{k}(E_{2}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})^{2}\,\mu^{2}_{k}(\textup{d}(E_{1},E_{2}))
er(k1)𝐀h(d,k)k(E1Brd)2μk(dE1)er(d+k2),\displaystyle\lesssim e^{r(k-1)}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})^{2}\mu_{k}(\textup{d}E_{1})\lesssim e^{r(d+k-2)},

and for σ3\sigma_{3} we obtain

J(σ3)\displaystyle J(\sigma_{3}) 𝐀h(d,k)3k(E1Brd)k(E2Brd)0(E1E3Brd)\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})\,\mathcal{H}^{k}(E_{2}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{1}\cap E_{3}\cap B_{r}^{d})\,
×0(E2E3Brd)μk3(d(E1,E2,E3))\displaystyle\hskip 113.81102pt\times\mathcal{H}^{0}(E_{2}\cap E_{3}\cap B_{r}^{d})\,\mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
e2r(k1)𝐀h(d,k)k(E3Brd)2μk(dE3)er(2(k1)+(d1))=er(d+2k3),\displaystyle\lesssim e^{2r(k-1)}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{3}\cap B_{r}^{d})^{2}\,\mu_{k}(\textup{d}E_{3})\lesssim e^{r(2(k-1)+(d-1))}=e^{r(d+2k-3)},

where we used (3.4) twice, applied the Crofton formula (2.2) for the integration with respect to E1E_{1} and E2E_{2} and bounded the last integral with the help of Lemma 2.4. Combining the bounds on J(σ1)J(\sigma_{1}), J(σ2)J(\sigma_{2}) and J(σ3)J(\sigma_{3}), we now obtain

M1,2er(d+k2)+er(d+2k3)er(d+2k3).\displaystyle M_{1,2}\lesssim e^{r(d+k-2)}+e^{r(d+2k-3)}\asymp e^{r(d+2k-3)}. (3.6)

To bound the remaining term M2,2M_{2,2}, we first note that the partitions in Π2con(2,2,2,2)\Pi^{\rm con}_{\geq 2}(2,2,2,2) are (up to reordering of the elements in the diagram) given in Figure 3 (see the proof of [26, Theorem 5(a)]).

Refer to caption
Figure 3: The four possible partitions in Π2con(2,2,2,2)\Pi^{\rm con}_{\geq 2}(2,2,2,2).

For σ1\sigma_{1} we have

J(σ1)\displaystyle J(\sigma_{1}) 𝐀h(d,k)20(E1E2Brd)4μk2(d(E1,E2))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})^{4}\,\mu^{2}_{k}(\textup{d}(E_{1},E_{2}))
𝐀h(d,k)20(E1E2Brd)μk2(d(E1,E2))\displaystyle\leq\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mu^{2}_{k}(\textup{d}(E_{1},E_{2}))
d(Brd)er(d1),\displaystyle\lesssim\mathcal{H}^{d}(B_{r}^{d})\lesssim e^{r(d-1)},

where we used the trivial bound 0(E1E2Brd)1\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})\leq 1 and applied Crofton’s formula (2.2) afterwards. For σ2\sigma_{2} we compute

J(σ2)\displaystyle J(\sigma_{2}) 𝐀h(d,k)30(E1E2Brd)20(E1E3Brd)2μk3(d(E1,E2,E3))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})^{2}\,\mathcal{H}^{0}(E_{1}\cap E_{3}\cap B_{r}^{d})^{2}\,\mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
𝐀h(d,k)30(E1E2Brd)0(E1E3Brd)μk3(d(E1,E2,E3))\displaystyle\leq\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{1}\cap E_{3}\cap B_{r}^{d})\,\mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
𝐀h(d,k)k(E1Brd)2μk(dE1)er(d1),\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})^{2}\,\mu_{k}(\textup{d}E_{1})\lesssim e^{r(d-1)},

where we bounded 0(E1E2Brd)\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d}) and 0(E1E3Brd)\mathcal{H}^{0}(E_{1}\cap E_{3}\cap B_{r}^{d}) by 11, applied the Crofton formula (2.2) for the integration with respect to E2E_{2} and E3E_{3} and used Lemma 2.4 afterwards. Similarly, for σ3\sigma_{3} we find that

J(σ3)\displaystyle J(\sigma_{3}) 𝐀h(d,k)30(E1E2Brd)0(E1E3Brd)20(E2E3Brd)μk3(d(E1,E2,E3))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{1}\cap E_{3}\cap B_{r}^{d})^{2}\,\mathcal{H}^{0}(E_{2}\cap E_{3}\cap B_{r}^{d})\,\mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
𝐀h(d,k)30(E1E2Brd)0(E2E3Brd)μk3(d(E1,E2,E3))\displaystyle\leq\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{2}\cap E_{3}\cap B_{r}^{d})\,\mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
𝐀h(d,k)k(E2Brd)2μk(dE2)er(d1),\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{2}\cap B_{r}^{d})^{2}\,\mu_{k}(\textup{d}E_{2})\lesssim e^{r(d-1)},

where we first bounded the quadratic term by 11, applied the Crofton formula (2.2) for the integration with respect to E1E_{1} and E3E_{3} and used Lemma 2.4. For the last partition σ4\sigma_{4} we have

J(σ4)\displaystyle J(\sigma_{4}) 𝐀h(d,k)40(E1E2Brd)0(E1E3Brd)0(E4E3Brd)\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{4}}\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{1}\cap E_{3}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{4}\cap E_{3}\cap B_{r}^{d})\,
×0(E4E2Brd)μk4(d(E1,E2,E3,E4))\displaystyle\qquad\qquad\qquad\qquad\qquad\qquad\times\mathcal{H}^{0}(E_{4}\cap E_{2}\cap B_{r}^{d})\,\mu^{4}_{k}(\textup{d}(E_{1},E_{2},E_{3},E_{4}))
𝐀h(d,k)40(E1E3Brd)0(E4E3Brd)0(E4E2Brd)μk4(d(E1,E2,E3,E4))\displaystyle\leq\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{4}}\mathcal{H}^{0}(E_{1}\cap E_{3}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{4}\cap E_{3}\cap B_{r}^{d})\mathcal{H}^{0}(E_{4}\cap E_{2}\cap B_{r}^{d})\,\mu^{4}_{k}(\textup{d}(E_{1},E_{2},E_{3},E_{4}))
𝐀h(d,k)2k(E3Brd)0(E3E4Brd)k(E4Brd)μk2(d(E3,E4)),\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{k}(E_{3}\cap B_{r}^{d})\,\mathcal{H}^{0}(E_{3}\cap E_{4}\cap B_{r}^{d})\,\mathcal{H}^{k}(E_{4}\cap B_{r}^{d})\,\mu^{2}_{k}(\textup{d}(E_{3},E_{4})),

where, similarly to the preceding cases, we first bounded 0(E1E2Brd)\mathcal{H}^{0}(E_{1}\cap E_{2}\cap B_{r}^{d}) by one and applied (2.2) for the integration with respect to E2E_{2} and E1E_{1}. Using (3.4) to bound k(E3Brd)\mathcal{H}^{k}(E_{3}\cap B_{r}^{d}), Crofton’s formula (2.2) and Lemma 2.4 again, we obtain

J(σ4)\displaystyle J(\sigma_{4}) er(k1)𝐀h(d,k)k(E4Brd)2μk(dE4)er(d+k2).\displaystyle\lesssim e^{r(k-1)}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{4}\cap B_{r}^{d})^{2}\,\mu_{k}(\textup{d}E_{4})\lesssim e^{r(d+k-2)}.

As a consequence, we deduce the bound

M2,2er(d1)+er(d+k2)er(d+k2).\displaystyle M_{2,2}\lesssim e^{r(d-1)}+e^{r(d+k-2)}\lesssim e^{r(d+k-2)}. (3.7)

Combination of the estimates (3.5) for M1,1M_{1,1}, (3.6) for M1,2M_{1,2} and (3.7) for M2,2M_{2,2} with Proposition 3.1 yields

d(F~r(m),N)er(d1)(er2(2d3)+er2(2d3)+er2(32d2))er2\displaystyle d\big{(}\tilde{F}_{r}^{(m)},N\big{)}\lesssim e^{-r(d-1)}\big{(}e^{\frac{r}{2}(2d-3)}+e^{\frac{r}{2}(2d-3)}+e^{\frac{r}{2}(\frac{3}{2}d-2)}\big{)}\lesssim e^{-\frac{r}{2}}

in the case 2k=d2k=d, which proves (1.5) for m=2m=2.

Sub-case 2.2: 𝟐𝐤=𝐝+𝟏\mathbf{2k=d+1}.

In this case we have k2k\geq 2. We first consider M1,2M_{1,2}. Starting with the first group of partitions of the form σ1\sigma_{1} in the right panel of Figure 2 we obtain

J(σ1)\displaystyle J(\sigma_{1}) 𝐀h(d,k)2k(E1Brd)21(E1E2Brd)2μk2(d(E1,E2))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})^{2}\,\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})^{2}\,\mu^{2}_{k}(\textup{d}(E_{1},E_{2}))
r𝐀h(d,k)k(E1Brd)3μk(dE1)re3r(k1),\displaystyle\lesssim r\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})^{3}\,\mu_{k}(\textup{d}E_{1})\lesssim re^{3r(k-1)},

where we bounded 1(E1E2Brd)\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d}) by 2r2r, used Crofton’s formula (2.2) and Lemma 2.4. Proceeding in a similar way for the two other partitions, we get

J(σ2)\displaystyle J(\sigma_{2}) 𝐀h(d,k)2k(E1Brd)k(E2Brd)1(E1E2Brd)2μk2(d(E1,E2))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})\,\mathcal{H}^{k}(E_{2}\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})^{2}\,\mu^{2}_{k}(\textup{d}(E_{1},E_{2}))
rer(k1)𝐀h(d,k)k(E1Brd)2μk(dE1)r2er(d+k2)\displaystyle\lesssim re^{r(k-1)}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})^{2}\mu_{k}(\textup{d}E_{1})\asymp r^{2}e^{r(d+k-2)}

by (3.4), the bound 1(E1E2Brd)2r\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})\leq 2r, Crofton’s formula (2.2) and Lemma 2.4. Furthermore,

J(σ3)\displaystyle J(\sigma_{3}) 𝐀h(d,k)3k(E1Brd)k(E2Brd)1(E1E3Brd)\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})\,\mathcal{H}^{k}(E_{2}\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{1}\cap E_{3}\cap B_{r}^{d})\,
×1(E2E3Brd)μk3(d(E1,E2,E3))\displaystyle\hskip 113.81102pt\times\mathcal{H}^{1}(E_{2}\cap E_{3}\cap B_{r}^{d})\,\mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
e2r(k1)𝐀h(d,k)k(E3Brd)2μk(dE3)rer(2k2+d1)=re2r(d1),\displaystyle\lesssim e^{2r(k-1)}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{3}\cap B_{r}^{d})^{2}\,\mu_{k}(\textup{d}E_{3})\asymp re^{r(2k-2+d-1)}=re^{2r(d-1)},

where we used (3.4) twice, applied (2.2) for the integration with respect to E1E_{1} and E2E_{2} and bounded the last integral with the help of Lemma 2.4. Combining the bounds on J(σ1)J(\sigma_{1}), J(σ2)J(\sigma_{2}) and J(σ3)J(\sigma_{3}), we arrive at

M1,2r(e3r(k1)+rer(d+k2)+er(2d2))re2r(d1).\displaystyle M_{1,2}\lesssim r(e^{3r(k-1)}+re^{r(d+k-2)}+e^{r(2d-2)})\asymp re^{2r(d-1)}. (3.8)

To derive an upper bound for M2,2M_{2,2}, we again consider the partitions depicted in Figure 3. Before we start, we need to introduce some additional notation. For E𝐀h(d,k)E\in\operatorname{\mathbf{A}}_{h}(d,k) we denote by L1(E)𝐀h(d,1)L_{1}(E)\in\operatorname{\mathbf{A}}_{h}(d,1) an arbitrary 11-flat which satisfies L1(E)EL_{1}(E)\subset E and dh(L1(E),p)=dh(E,p)d_{h}(L_{1}(E),p)=d_{h}(E,p). For σ1\sigma_{1} we now have

J(σ1)\displaystyle J(\sigma_{1}) 𝐀h(d,k)21(E1E2Brd)4μk2(d(E1,E2))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})^{4}\,\mu^{2}_{k}(\textup{d}(E_{1},E_{2}))
𝐀h(d,k)21(E1E2Brd)1(L1(E1)Brd)3μk2(d(E1,E2))\displaystyle\leq\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mathcal{H}^{1}(L_{1}(E_{1})\cap B_{r}^{d})^{3}\,\mu^{2}_{k}(\textup{d}(E_{1},E_{2}))
𝐀h(d,k)1(L1(E1)Brd)3k(E1Brd)μk(dE1),\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{1}(L_{1}(E_{1})\cap B_{r}^{d})^{3}\,\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})\,\mu_{k}(\textup{d}E_{1}),

where we used Crofton’s formula (2.2). Moreover, note that L1(E1)BrdL_{1}(E_{1})\cap B_{r}^{d} is a 1-dimensional ball of radius arcosh(cosh(r)/cosh(dh(E1,p)))\operatorname{arcosh}(\cosh(r)/\cosh(d_{h}(E_{1},p))), and thus in particular

1(L1(E1)Brd)2r\displaystyle\mathcal{H}^{1}(L_{1}(E_{1})\cap B_{r}^{d})\leq 2r (3.9)

for μ1\mu_{1}-almost all E1𝐀h(d,1)E_{1}\in\operatorname{\mathbf{A}}_{h}(d,1) which intersect BrdB^{d}_{r}. Using (3.9) and (2.2), we see that

J(σ1)\displaystyle J(\sigma_{1}) r3d(Brd)r3er(d1).\displaystyle\lesssim r^{3}\,\mathcal{H}^{d}(B_{r}^{d})\asymp r^{3}\,e^{r(d-1)}.

With similar considerations for σ2\sigma_{2}, we compute

J(σ2)\displaystyle J(\sigma_{2}) 𝐀h(d,k)31(E1E2Brd)21(E1E3Brd)2μk3(d(E1,E2,E3))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})^{2}\,\mathcal{H}^{1}(E_{1}\cap E_{3}\cap B_{r}^{d})^{2}\,\mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
𝐀h(d,k)31(L1(E1)Brd)21(E1E2Brd)1(E1E3Brd)μk3(d(E1,E2,E3))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{1}(L_{1}(E_{1})\cap B_{r}^{d})^{2}\,\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{1}\cap E_{3}\cap B_{r}^{d})\ \mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
r2𝐀h(d,k)k(E1Brd)2μk(dE1)r2g(k,2,d,r)r3er(d1),\displaystyle\lesssim r^{2}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{1}\cap B_{r}^{d})^{2}\,\mu_{k}(\textup{d}E_{1})\asymp r^{2}g(k,2,d,r)\asymp r^{3}e^{r(d-1)},

where we applied (2.2) for the integration with respect to E2E_{2} and E3E_{3}, bounded 1(L1(E1)Brd)2\mathcal{H}^{1}(L_{1}(E_{1})\cap B_{r}^{d})^{2} by 4r24r^{2} and used Lemma 2.4 afterwards. Similarly, for σ3\sigma_{3} we find that

J(σ3)\displaystyle J(\sigma_{3}) 𝐀h(d,k)31(E1E2Brd)1(E1E3Brd)21(E2E3Brd)μk3(d(E1,E2,E3))\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{1}\cap E_{3}\cap B_{r}^{d})^{2}\,\mathcal{H}^{1}(E_{2}\cap E_{3}\cap B_{r}^{d})\,\mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
𝐀h(d,k)31(E1E2Brd)1(E2E3Brd)1(L1(E1)Brd)2μk3(d(E1,E2,E3))\displaystyle\leq\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{3}}\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{2}\cap E_{3}\cap B_{r}^{d})\,\mathcal{H}^{1}(L_{1}(E_{1})\cap B_{r}^{d})^{2}\,\mu^{3}_{k}(\textup{d}(E_{1},E_{2},E_{3}))
r2𝐀h(d,k)k(E2Brd)2μk(dE2)r3er(d1),\displaystyle\lesssim r^{2}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{2}\cap B_{r}^{d})^{2}\,\mu_{k}(\textup{d}E_{2})\lesssim r^{3}e^{r(d-1)},

where we first bounded the quadratic term by a 4r24r^{2} according to (3.9), applied (2.2) for the integration with respect to E1E_{1} and E3E_{3} and used Lemma 2.4. For the last partition σ4\sigma_{4} we have

J(σ4)\displaystyle J(\sigma_{4}) 𝐀h(d,k)41(E1E2Brd)1(E1E3Brd)1(E4E3Brd)\displaystyle\lesssim\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{4}}\mathcal{H}^{1}(E_{1}\cap E_{2}\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{1}\cap E_{3}\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{4}\cap E_{3}\cap B_{r}^{d})\,
×1(E4E2Brd)μk4(d(E1,E2,E3,E4))\displaystyle\qquad\qquad\qquad\qquad\qquad\qquad\times\mathcal{H}^{1}(E_{4}\cap E_{2}\cap B_{r}^{d})\,\mu^{4}_{k}(\textup{d}(E_{1},E_{2},E_{3},E_{4}))
𝐀h(d,k)41(L1(E1)Brd)1(E1E3Brd)1(E4E3Brd)\displaystyle\leq\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{4}}\mathcal{H}^{1}(L_{1}(E_{1})\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{1}\cap E_{3}\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{4}\cap E_{3}\cap B_{r}^{d})
×1(E4E2Brd)μk4(d(E1,E2,E3,E4))\displaystyle\qquad\qquad\qquad\qquad\qquad\qquad\times\mathcal{H}^{1}(E_{4}\cap E_{2}\cap B_{r}^{d})\,\mu^{4}_{k}(\textup{d}(E_{1},E_{2},E_{3},E_{4}))
r𝐀h(d,k)2k(E3Brd)1(E3E4Brd)k(E4Brd)μk2(d(E3,E4))\displaystyle\lesssim r\int_{\operatorname{\mathbf{A}}_{h}(d,k)^{2}}\mathcal{H}^{k}(E_{3}\cap B_{r}^{d})\,\mathcal{H}^{1}(E_{3}\cap E_{4}\cap B_{r}^{d})\,\mathcal{H}^{k}(E_{4}\cap B_{r}^{d})\,\mu^{2}_{k}(\textup{d}(E_{3},E_{4}))
rer(k1)𝐀h(d,k)k(E4Brd)2μk(dE4)r2er(k+d2),\displaystyle\lesssim re^{r(k-1)}\int_{\operatorname{\mathbf{A}}_{h}(d,k)}\mathcal{H}^{k}(E_{4}\cap B_{r}^{d})^{2}\,\mu_{k}(\textup{d}E_{4})\asymp r^{2}e^{r(k+d-2)},

where, similarly to the preceding cases, we first used (3.9) to bound 1(L1(E1)Brd)\mathcal{H}^{1}(L_{1}(E_{1})\cap B_{r}^{d}), applied (2.2) for the integration with respect to E2E_{2} and E1E_{1} and then used (3.4) and Lemma 2.4. As a consequence, we deduce the bound

M2,2r3er(d1)+r2er(d+k2)r2er(d+k2).\displaystyle M_{2,2}\lesssim r^{3}e^{r(d-1)}+r^{2}e^{r(d+k-2)}\lesssim r^{2}e^{r(d+k-2)}. (3.10)

Combining (3.5), (3.8) and (3.10) with Proposition 3.1, we finally get

d(F~r(m),N)(rer(d1))1(er(d1)+r12er(d1)+rer2(32d32))r12\displaystyle d\big{(}\tilde{F}_{r}^{(m)},N\big{)}\lesssim(re^{-r(d-1)})^{-1}\big{(}e^{r(d-1)}+r^{\frac{1}{2}}e^{r(d-1)}+re^{\frac{r}{2}(\frac{3}{2}d-\frac{3}{2})}\big{)}\lesssim r^{-\frac{1}{2}}

in the case 2k=d+12k=d+1, which completes the proof of (1.6) also for m=2m=2.

Case 33: 𝐦=𝟑\mathbf{m=3}

As noted before, the case m=3m=3 can only occur in dimension d=3d=3 and for k=2k=2. This situation has already been treated in [26, Theorem 5 (b)], where it was shown that F~r(3)\tilde{F}_{r}^{(3)} converges in distribution towards a standard Gaussian random variable at rate r12r^{-\frac{1}{2}} for both the Wasserstein and the Kolmogorov distance. This finishes the proof of Theorem 1.2. ∎

4 Proof of Theorem 1.4

We fix k{2,,d1}k\in\{2,\ldots,d-1\} and proceed analogously to the proof of Theorem 2.1 in [32]. In the proof, we write FrF_{r} instead of Fr(1)F^{(1)}_{r} for short. To derive the result, we show that the characteristic function of the random variable Fr𝔼Frer(k1)\frac{F_{r}-\mathbb{E}F_{r}}{e^{r(k-1)}} converges towards the characteristic function of ωk(k1)2k2Z\frac{\omega_{k}}{(k-1)2^{k-2}}Z, as rr\rightarrow\infty, where ZZ is the random variable defined in the statement of the theorem.

We start with some preparations. For s0s\geq 0 choose any L0𝐆h(d,dk)L_{0}\in\operatorname{\mathbf{G}}_{h}(d,d-k) and x0L0x_{0}\in L_{0} with dh(x0,p)=sd_{h}(x_{0},p)=s. Then we define fr(s):=k(H(L0,x0)Brd)f_{r}(s):=\mathcal{H}^{k}(H(L_{0},x_{0})\cap B^{d}_{r}), where H(L0,x0)H(L_{0},x_{0}) was introduced at (2.1). The definition of the function fr:[0,)[0,)f_{r}:[0,\infty)\to[0,\infty) is independent of the particular choices of L0L_{0} and x0x_{0}. Since pp is fixed, we shortly write dh(E)=dh(E,p)d_{h}(E)=d_{h}(E,p) for the distance of EE from pp. Then we get

k(EBrd)=frdh(E),E𝐀h(d,k).\mathcal{H}^{k}(E\cap B^{d}_{r})=f_{r}\circ d_{h}(E),\qquad E\in\operatorname{\mathbf{A}}_{h}(d,k).

Let η\eta denote a hyperbolic kk-flat process in d\mathbb{H}^{d} with intensity measure μk\mu_{k} with μk\mu_{k} as introduced in Section 2.1 . For the image measure dhμk{d_{h}}_{\sharp}\mu_{k} of μk\mu_{k} under dhd_{h}, we get

dhμk=ωdk0𝟙{s}coshkssinhdk1sds,{d_{h}}_{\sharp}\mu_{k}=\omega_{d-k}\int_{0}^{\infty}\operatorname{\mathbbm{1}}\{s\in\cdot\}\,\cosh^{k}s\,\sinh^{d-k-1}s\,\textup{d}s,

see [13, Sections 3.4-5] for the required transformation in hyperbolic space. Note that since

Fr=frdh(E)η(dE),F_{r}=\int f_{r}\circ d_{h}(E)\,\eta(\textup{d}E),

and since the characteristic function of FrF_{r} 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 ξ\xi\in\mathbb{R},

𝔼[eiξFr]\displaystyle\mathbb{E}[e^{\mathrm{i}\xi F_{r}}] =exp(𝐀h(d,k)(eiξ(frdh)(E)1)μk(dE))\displaystyle=\exp\left(\int_{\operatorname{\mathbf{A}}_{h}(d,k)}(e^{\mathrm{i}\xi(f_{r}\circ d_{h})(E)}-1)\,\mu_{k}(\textup{d}E)\right)
=exp(0r(eiξfr(s)1)(dhμk)(ds))\displaystyle=\exp\left(\int_{0}^{r}(e^{\mathrm{i}\xi f_{r}(s)}-1)\,({d_{h}}_{\sharp}\mu_{k})(\textup{d}s)\right)
=exp(ωdk0r(eiξfr(s)1)coshkssinhdk1sds).\displaystyle=\exp\left(\omega_{d-k}\int_{0}^{r}(e^{\mathrm{i}\xi f_{r}(s)}-1)\cosh^{k}s\,\sinh^{d-k-1}s\,\textup{d}s\right).

From this we can conclude that

ψr(ξ):=𝔼[exp(iξFr𝔼[Fr]er(k1))]=exp(ωdk0r(eiξgr(s)1iξgr(s))coshkssinhdk1sds)\displaystyle\psi_{r}(\xi):=\mathbb{E}\left[\exp\left(\mathrm{i}\xi\tfrac{F_{r}-\mathbb{E}[F_{r}]}{e^{r(k-1)}}\right)\right]=\exp\left(\omega_{d-k}\int_{0}^{r}(e^{\mathrm{i}\xi g_{r}(s)}-1-\mathrm{i}\xi g_{r}(s))\cosh^{k}s\,\sinh^{d-k-1}s\,\textup{d}s\right)

with gr(s):=fr(s)/er(k1)g_{r}(s):=f_{r}(s)/e^{r(k-1)}.

The following lemma determines the asymptotic behaviour of gr(s)g_{r}(s), as rr\rightarrow\infty, and provides a slight generalization of [32, Lemma 3.1].

Lemma 4.1.

Let s[0,)s\in[0,\infty). Then gr(s)g(s):=ωk(k1)2k1cosh(k1)sg_{r}(s)\sim g(s):=\frac{\omega_{k}}{(k-1)2^{k-1}}\cosh^{-(k-1)}s, as rr\rightarrow\infty.

Proof.

According to [44, Theorem 3.5.3] it holds that

gr(s)=er(k1)ωk0arcosh(coshrcoshs)sinhk1udu.\displaystyle g_{r}(s)=e^{-r(k-1)}\omega_{k}\int_{0}^{\operatorname{arcosh}(\frac{\cosh r}{\cosh s})}\sinh^{k-1}u\,\textup{d}u. (4.1)

Denoting by o(1)o(1) a sequence which converges to zero as zz\rightarrow\infty, we have

arcoshz=log(z+z21)=log(2z)+o(1), as z.\displaystyle\operatorname{arcosh}z=\log(z+\sqrt{z^{2}-1})=\log(2z)+o(1),\quad\text{ as }z\rightarrow\infty.

Thus, for any fixed s0s\geq 0 and as rr\to\infty, we obtain

arcosh(coshrcoshs)=log(2coshr)log(coshs)+o(1)=rlog(coshs)+o(1).\displaystyle\operatorname{arcosh}\Big{(}\frac{\cosh r}{\cosh s}\Big{)}=\log(2\cosh r)-\log(\cosh s)+o(1)=r-\log(\cosh s)+o(1).

Next we observe that

0zsinhk1udue(k1)z(k1)2k1, as z.\displaystyle\int_{0}^{z}\sinh^{k-1}u\,\textup{d}u\sim\frac{e^{(k-1)z}}{(k-1)2^{k-1}},\quad\text{ as }z\rightarrow\infty.

Combining this relation for z=rlog(coshs)+o(1)z=r-\log(\cosh s)+o(1) with (4.1), as rr\to\infty, we obtain for any fixed s0s\geq 0 that

gr(s)\displaystyle g_{r}(s) er(k1)ωk(k1)2k1e(k1)(rlog(coshs)+o(1))\displaystyle\sim e^{-r(k-1)}\frac{\omega_{k}}{(k-1)2^{k-1}}e^{(k-1)(r-\log(\cosh s)+o(1))}
=ωk(k1)2k1e(k1)(log(coshs)+o(1))\displaystyle=\frac{\omega_{k}}{(k-1)2^{k-1}}e^{(k-1)(-\log(\cosh s)+o(1))}
ωk(k1)2k1cosh(k1)s,\displaystyle\sim\frac{\omega_{k}}{(k-1)2^{k-1}}\cosh^{-(k-1)}s,

which completes the proof of the lemma. ∎

In order to conclude that

limrψr(ξ)=ψ(ξ):=exp(ωdk0(eiξg(s)1iξg(s))coshkssinhdk1sds)\displaystyle\lim_{r\rightarrow\infty}\psi_{r}(\xi)=\psi(\xi):=\exp\left(\omega_{d-k}\int_{0}^{\infty}(e^{\mathrm{i}\xi g(s)}-1-\mathrm{i}\xi g(s))\cosh^{k}s\,\sinh^{d-k-1}s\,\textup{d}s\right) (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 (eiξgr(s)1iξgr(s))coshkssinhdk1s(e^{\mathrm{i}\xi g_{r}(s)}-1-\mathrm{i}\xi g_{r}(s))\cosh^{k}s\,\sinh^{d-k-1}s. Note that for any s,ξ0s,\xi\geq 0 we have that

|eiξgr(s)1iξgr(s)|12ξ2gr(s)2,\displaystyle|e^{\mathrm{i}\xi g_{r}(s)}-1-\mathrm{i}\xi g_{r}(s)|\leq\frac{1}{2}\xi^{2}g_{r}(s)^{2},

(see, e.g., [33, Lemma 6.15]). Using in addition that coshses\cosh s\leq e^{s} and sinhses\sinh s\leq e^{s} for s0s\geq 0 we get

|(eiξgr(s)1iξgr(s))coshkssinhdk1s|12ξ2gr(s)2es(d1).\displaystyle|\big{(}e^{\mathrm{i}\xi g_{r}(s)}-1-\mathrm{i}\xi g_{r}(s)\big{)}\cosh^{k}s\,\sinh^{d-k-1}s|\leq\frac{1}{2}\xi^{2}g_{r}(s)^{2}e^{s(d-1)}.

Furthermore, [26, Lemma 7] provides the upper bound gr(s)ωkk1es(k1)g_{r}(s)\leq\frac{\omega_{k}}{k-1}e^{-s(k-1)}, so that we obtain

|(eiξgr(s)1iξgr(s))coshkssinhdk1s|12ξ2ωk2(k1)2es(2k(d+1)).\displaystyle|\big{(}e^{\mathrm{i}\xi g_{r}(s)}-1-\mathrm{i}\xi g_{r}(s)\big{)}\cosh^{k}s\,\sinh^{d-k-1}s|\leq\frac{1}{2}\xi^{2}\frac{\omega_{k}^{2}}{(k-1)^{2}}e^{-s(2k-(d+1))}.

In fact, the right-hand side provides an integrable function of s0s\geq 0, independent of r>0r>0, for 2k>d+12k>d+1. Thus, (4.2) proves that, as rr\rightarrow\infty, the random variables Fr𝔼Frer(k1)\frac{F_{r}-\mathbb{E}F_{r}}{e^{r(k-1)}} converge in distribution to a random variable YY with characteristic function ψ\psi.

As in the introduction, for T>0T>0 define the random variable

YT:=sζ[0,T]h(s)Y_{T}:=\sum_{s\in\zeta\cap[0,T]}h(s)

with h(s):=cosh(k1)sh(s):=\cosh^{-(k-1)}s, s0s\geq 0. Using once again [33, Lemma 15.2], we conclude that YTY_{T} has characteristic function

ψYT(ξ)=exp(ωdk0T(eiξh(s)1)coshkssinhdk1sds),ξ.\psi_{Y_{T}}(\xi)=\exp\Big{(}\omega_{d-k}\int_{0}^{T}(e^{\mathrm{i}\xi h(s)}-1)\cosh^{k}s\sinh^{d-k-1}s\,\textup{d}s\Big{)},\qquad\xi\in\mathbb{R}.

Moreover, 𝔼YT=ωdk0Th(s)coshkssinhdk1sds=ωdkdksinhdkT\mathbb{E}Y_{T}=\omega_{d-k}\int_{0}^{T}h(s)\cosh^{k}s\sinh^{d-k-1}s\,\textup{d}s=\frac{\omega_{d-k}}{d-k}\sinh^{d-k}T, which implies that the characteristic function of the centred random variable YT𝔼YTY_{T}-\mathbb{E}Y_{T} is

ψYT𝔼YT(ξ)=exp(ωdk0T(eiξh(s)iξh(s)1)coshkssinhdk1sds).\psi_{Y_{T}-\mathbb{E}Y_{T}}(\xi)=\exp\Big{(}\omega_{d-k}\int_{0}^{T}(e^{\mathrm{i}\xi h(s)}-\mathrm{i}\xi h(s)-1)\cosh^{k}s\sinh^{d-k-1}s\,\textup{d}s\Big{)}.

Taking TT\to\infty and using the dominated convergence theorem once again, we conclude by comparing the definitions of the functions g(s)g(s) and h(s)h(s) that ψYT𝔼YT(ξ)\psi_{Y_{T}-\mathbb{E}Y_{T}}(\xi) converges to ψ(ξ/ck)\psi(\xi/c_{k}) with ck=ωk(k1)2k1c_{k}=\frac{\omega_{k}}{(k-1)2^{k-1}}. This eventually proves convergence in distribution of YT𝔼YTY_{T}-\mathbb{E}Y_{T} to ZZ, where ZZ is as in the statement of Theorem 1.4. The proof is thus complete.∎

Remark 4.2.

It follows from (4.2) that the \ell-th order cumulant cum(Z)\operatorname{cum}_{\ell}(Z) of ZZ equals

cum(Z):\displaystyle\operatorname{cum}_{\ell}(Z): =(i)ξlog𝔼[exp(iξZ)]|ξ=0\displaystyle=(-\mathrm{i})^{\ell}\frac{\partial^{\ell}}{\partial\xi^{\ell}}\log\mathbb{E}\left[\exp\left(\mathrm{i}\xi Z\right)\right]\Big{|}_{\xi=0}
=ωdk0coshk(k1)ssinhdk1sds(0,)\displaystyle=\omega_{d-k}\int_{0}^{\infty}\cosh^{k-\ell(k-1)}s\,\sinh^{d-k-1}s\,\textup{d}s\in(0,\infty)

for \ell\in\mathbb{N} with 2\ell\geq 2. Note that k(k1)+dk1=d+12k(2)(k1)<0k-\ell(k-1)+d-k-1=d+1-2k-(\ell-2)(k-1)<0 for 2k>d+12k>d+1. The integral can be expressed in terms of Gamma functions. For this note that for a>b>1-a>b>-1,

0coshassinhbsds=12Γ(a+b2)Γ(b+12)Γ(1a2),\int_{0}^{\infty}\cosh^{a}s\,\sinh^{b}s\,\textup{d}s=\frac{1}{2}\frac{\Gamma\left(-\frac{a+b}{2}\right)\Gamma\left(\frac{b+1}{2}\right)}{\Gamma\left(\frac{1-a}{2}\right)},

which can be obtained by the substitution coshs=v1\cosh s=v^{-1} 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 k=1k=1, and then we derive the general result by a basic integral-geometric relation and by applying twice the special case already established.

For κ=0\kappa=0, the case k=1k=1 of Theorem 1.8 is a special case of the Euclidean affine Blaschke-Petkantschin formula [49, Theorem 7.2.7] (with d=kd=k and k=1k=1 there).

For κ=1\kappa=1, the case k=1k=1 of Theorem (1.8) is a special case of [27, Lemma 5.3] (with q=2q=2 there) if the different normalization of the measure μ1,1\mu_{1,1} and the relation sind1(x,y)=2(x,y)\sin d_{1}(x,y)=\nabla_{2}(x,y) is taken into account, where we recall that d1d_{1} stands for the geodesic distance on 𝐌1d=SSd\mathbf{M}_{1}^{d}=\SS^{d} .

For κ=1\kappa=-1, the case k=1k=1 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 d𝖡d_{{\sf B}} for the intrinsic distance function and 𝐀𝖡(d,k)\operatorname{\mathbf{A}}_{{\sf B}}(d,k) for the kk-flats in this model. If EE is a kk-flat in d\mathbb{R}^{d} or its intersection with 𝖡d{\sf B}^{d}, then we write τ(E)\tau(E) for the Euclidean orthogonal projection of the origin odo\in\mathbb{R}^{d} to EE. Clearly, if k=dk=d, then τ(E)=o\tau(E)=o.

The following lemma relates the volume element of a kk-flat EE in the Beltrami–Klein model to Euclidean quantities. Recall that 𝐆0(d,k)\operatorname{\mathbf{G}}_{0}(d,k) is the linear Grassmannian of Euclidean space d\mathbb{R}^{d}, that is, the set of all kk-dimensional linear subspaces of d\mathbb{R}^{d}. We write LL^{\perp} for the Euclidean orthogonal complement of a linear subspace L𝐆0(d,k)L\in\operatorname{\mathbf{G}}_{0}(d,k). The rotation invariant (Haar) probability measure on 𝐆0(d,k)\operatorname{\mathbf{G}}_{0}(d,k) is denoted by νk,0\nu_{k,0}. The restriction of a measure μ\mu to a μ\mu-measurable set AA is denoted by μA\mu\llcorner A.

Lemma 5.1.

Let k{1,,d}k\in\{1,\ldots,d\} and E𝐀𝖡(d,k)E\in\operatorname{\mathbf{A}}_{\sf B}(d,k). Let L𝐆0(d,k)L\in\operatorname{\mathbf{G}}_{0}(d,k) be the unique linear subspace such that E=(L+τ(E))𝖡dE=(L+\tau(E))\cap{\sf B}^{d}. Then the restriction 𝖡kE\mathcal{H}^{k}_{\sf B}\llcorner E of the kk-dimensional Hausdorff measure 𝖡k\mathcal{H}^{k}_{\sf B} in the Beltrami–Klein model to EE satisfies

𝖡kE=𝟙{x}1τ(E)2(1x2)k+12(0kE)(dx).\mathcal{H}^{k}_{\sf B}\llcorner E=\int\operatorname{\mathbbm{1}}\{x\in\cdot\}\frac{\sqrt{1-\|\tau(E)\|^{2}}}{\left(1-\|x\|^{2}\right)^{\frac{k+1}{2}}}\,(\mathcal{H}^{k}_{0}\llcorner E)(\textup{d}x).
Proof.

Recall from [44, Theorem 6.1.5] that the Riemannian metric of the Beltrami–Klein model at x𝖡x\in{\sf B} is given by

gx(u,v)=(1x2)uv+(xu)(xv)(1x2)2,u,vTx𝖡,g_{x}(u,v)=\frac{(1-\|x\|^{2})u\bullet v+(x\bullet u)(x\bullet v)}{(1-\|x\|^{2})^{2}},\qquad u,v\in T_{x}{\sf B}, (5.1)

where the tangent space Tx𝖡T_{x}{\sf B} of 𝖡{\sf B} at xx is identified with d\mathbb{R}^{d}. Let u1,,ukLu_{1},\ldots,u_{k}\in L be a Euclidean orthonormal basis of LL. Let Ik\mathrm{I}_{k} denote the k×kk\times k identity matrix. Then the determinant GL(x)G_{L}(x) of the Gram matrix (gx(ui,uj)i,j=1k)\left(g_{x}(u_{i},u_{j})_{i,j=1}^{k}\right) is independent of the chosen orthonormal basis of LL and given by

GL(x)\displaystyle G_{L}(x) =1(1x2)2kdet((1x2)Ik+((xui)(xuj))i,j=1k)\displaystyle=\frac{1}{(1-\|x\|^{2})^{2k}}\det\left((1-\|x\|^{2})\mathrm{I}_{k}+\left((x\bullet u_{i})(x\bullet u_{j})\right)_{i,j=1}^{k}\right)
=1(1x2)2k(1x2)k1(1x2+i=1k(xui)2)\displaystyle=\frac{1}{(1-\|x\|^{2})^{2k}}(1-\|x\|^{2})^{k-1}\left(1-\|x\|^{2}+\sum_{i=1}^{k}(x\bullet u_{i})^{2}\right)
=1τ(E)2(1x2)k+1.\displaystyle=\frac{1-\|\tau(E)\|^{2}}{(1-\|x\|^{2})^{k+1}}.

For the (almost effortless) calculation of the determinant (second equality) one can use that the linear map ψ:kk\psi:\mathbb{R}^{k}\to\mathbb{R}^{k} given by ψ(z)=αz+(az)a\psi(z)=\alpha z+(a\bullet z)a for given α\alpha\in\mathbb{R} and aka\in\mathbb{R}^{k} has the eigenvalues α\alpha (with multiplicity k1k-1) and α+a2\alpha+\|a\|^{2}. ∎

Remark 5.2.

Note that for k=dk=d with τ(E)=o\tau(E)=o the preceding lemma relates the corresponding volume forms.

Note that the non-empty intersections E𝖡dE\cap{\sf B}^{d} with E𝐀0(d,k)E\in\operatorname{\mathbf{A}}_{0}(d,k) are precisely the kk-flats in 𝐀𝖡(d,k)\operatorname{\mathbf{A}}_{\sf B}(d,k) (see [44, Theorem 6.1.4]). In the following, we write μk,0\mu_{k,0} for the restriction of the Euclidean isometry invariant measure on 𝐀0(d,k)\operatorname{\mathbf{A}}_{0}(d,k) to the kk-flats in 𝐀𝖡(d,k)\operatorname{\mathbf{A}}_{\sf B}(d,k), by identifying a kk-flat from 𝐀0(d,k)\operatorname{\mathbf{A}}_{0}(d,k) and its intersection with 𝖡d{\sf B}^{d}. The next lemma expresses the Haar measure μk,𝖡\mu_{k,{\sf B}} on 𝐀𝖡(d,k)\operatorname{\mathbf{A}}_{\sf B}(d,k) in terms of Euclidean quantities, that is, we provide the density of μk,𝖡\mu_{k,{\sf B}} with respect to the Haar measure μk,0\mu_{k,0}. In the following, we write νdk,0\nu_{d-k,0} for the Haar (rotation invariant) probability measure on G0(d,dk)G_{0}(d,d-k). In the case k=0k=0, the next lemma recovers the known relation for the corresponding volume forms.

Lemma 5.3.

Let k{0,1,,d1}k\in\{0,1,\ldots,d-1\}. Then

μk,𝖡\displaystyle\mu_{k,{\sf B}} =𝐀0(d,k)𝟙{E𝖡d}(1τ(E)2)d+12μk,0(dE)\displaystyle=\int_{\operatorname{\mathbf{A}}_{0}(d,k)}\operatorname{\mathbbm{1}}\left\{E\cap{\sf B}^{d}\in\cdot\right\}\left(1-\|\tau(E)\|^{2}\right)^{-\frac{d+1}{2}}\,\mu_{k,0}(\textup{d}E)
=𝐆0(d,dk)L𝖡d𝟙{(L+x)𝖡d}(1x2)d+120dk(dx)νdk,0(dL).\displaystyle=\int_{\operatorname{\mathbf{G}}_{0}(d,d-k)}\int_{L\cap{\sf B}^{d}}\operatorname{\mathbbm{1}}\left\{(L^{\perp}+x)\cap{\sf B}^{d}\in\cdot\right\}\left(1-\|x\|^{2}\right)^{-\frac{d+1}{2}}\,\mathcal{H}^{d-k}_{0}(\textup{d}x)\,\nu_{d-k,0}(\textup{d}L).
Proof.

We start from the general expression for the measure μk\mu_{k}, applied in the Beltrami–Klein model. Then we express the arising distance d𝖡(o,x)d_{{\sf B}}(o,x) 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 𝐆𝖡(d,dk):={L𝐀𝖡(d,dk):oL}\operatorname{\mathbf{G}}_{{\sf B}}(d,d-k):=\{L\in\operatorname{\mathbf{A}}_{\sf B}(d,d-k):o\in L\} and write νdk,𝖡\nu_{d-k,{\sf B}} for the isometry invariant probability measure on 𝐆𝖡(d,dk)\operatorname{\mathbf{G}}_{{\sf B}}(d,d-k). Recall that for L𝐆𝖡(d,dk)L\in\operatorname{\mathbf{G}}_{{\sf B}}(d,d-k) and xLx\in L, we write H(L,x)H(L,x) for the kk-flat through xx which is orthogonal to LL in xx (here orthogonality refers to the Riemannian metric gxg_{x} as given at (5.1)). If U𝐆0(d,dk)U\in\operatorname{\mathbf{G}}_{0}(d,d-k), L=U𝖡dL=U\cap{\sf B}^{d} and xLx\in L, then H(L,x)=(U+x)𝖡dH(L,x)=(U^{\perp}+x)\cap{\sf B}^{d}, where UU^{\perp} is the Euclidean orthogonal complement of UU in d\mathbb{R}^{d}. To see this, it suffices to observe that x(U+x)𝖡d𝐀𝖡(d,k)x\in(U^{\perp}+x)\cap{\sf B}^{d}\in\operatorname{\mathbf{A}}_{{\sf B}}(d,k) and U=(TxL)U^{\perp}=(T_{x}L)^{\perp}, where (TxL)(T_{x}L)^{\perp} means the orthogonal complement of TxLT_{x}L in Tx𝖡dT_{x}{\sf B}^{d} with respect to the Riemannian metric gxg_{x}. In fact, if vUv\in U^{\perp} and uTxL=Uu\in T_{x}L=U, then uv=0u\bullet v=0 and xv=0x\bullet v=0 (since xLUx\in L\subset U), hence gx(u,v)=0g_{x}(u,v)=0, which yields U(TxL)U^{\perp}\subset(T_{x}L)^{\perp} and therefore U=(TxL)U^{\perp}=(T_{x}L)^{\perp} (since both subspaces have the same dimension). Thus,

μk,𝖡\displaystyle\mu_{k,{\sf B}} =𝐆𝖡(d,dk)L𝟙{H(L,x)}coshkd𝖡(o,x)𝖡dk(dx)νdk,𝖡(dL)\displaystyle=\int_{\operatorname{\mathbf{G}}_{{\sf B}}(d,d-k)}\int_{L}\operatorname{\mathbbm{1}}\{H(L,x)\in\cdot\}\cosh^{k}d_{{\sf B}}(o,x)\,\mathcal{H}^{d-k}_{{\sf B}}(\textup{d}x)\,\nu_{d-k,{\sf B}}(\textup{d}L)
=𝐆0(d,dk)U𝖡d𝟙{(U+x)𝖡d}(1x2)k2\displaystyle=\int_{\operatorname{\mathbf{G}}_{0}(d,d-k)}\int_{U\cap{\sf B}^{d}}\operatorname{\mathbbm{1}}\{(U^{\perp}+x)\cap{\sf B}^{d}\in\cdot\}\left(1-\|x\|^{2}\right)^{-\frac{k}{2}}
×(1x2)dk+120dk(dx)νdk,0(dU)\displaystyle\qquad\qquad\qquad\qquad\qquad\qquad\times\left(1-\|x\|^{2}\right)^{-\frac{d-k+1}{2}}\,\mathcal{H}^{d-k}_{0}(\textup{d}x)\,\nu_{d-k,0}(\textup{d}U)
=𝐆0(d,dk)U𝖡d𝟙{(U+x)𝖡d}(1x2)d+120dk(dx)νdk,0(dU)\displaystyle=\int_{\operatorname{\mathbf{G}}_{0}(d,d-k)}\int_{U\cap{\sf B}^{d}}\operatorname{\mathbbm{1}}\{(U^{\perp}+x)\cap{\sf B}^{d}\in\cdot\}\left(1-\|x\|^{2}\right)^{-\frac{d+1}{2}}\,\mathcal{H}^{d-k}_{0}(\textup{d}x)\,\nu_{d-k,0}(\textup{d}U)
=𝐆0(d,k)U𝖡d𝟙{(U+x)𝖡d}(1x2)d+120dk(dx)νk,0(dU)\displaystyle=\int_{\operatorname{\mathbf{G}}_{0}(d,k)}\int_{U^{\perp}\cap{\sf B}^{d}}\operatorname{\mathbbm{1}}\{(U+x)\cap{\sf B}^{d}\in\cdot\}\left(1-\|x\|^{2}\right)^{-\frac{d+1}{2}}\,\mathcal{H}^{d-k}_{0}(\textup{d}x)\,\nu_{k,0}(\textup{d}U)
=𝐀0(d,k)𝟙{E𝖡d}(1τ(E)2)d+12μk,0(dE),\displaystyle=\int_{\operatorname{\mathbf{A}}_{0}(d,k)}\operatorname{\mathbbm{1}}\left\{E\cap{\sf B}^{d}\in\cdot\right\}\left(1-\|\tau(E)\|^{2}\right)^{-\frac{d+1}{2}}\,\mu_{k,0}(\textup{d}E),

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 E𝐀𝖡(d,k)E\in\operatorname{\mathbf{A}}_{\sf B}(d,k) with k=1k=1. Hence, for x,yE𝐀𝖡(d,1)x,y\in E\in\operatorname{\mathbf{A}}_{\sf B}(d,1), [44, Theorem 6.1.1] yields

sinhd𝖡(x,y)\displaystyle\sinh d_{\sf B}(x,y) =cosh2d𝖡(x,y)1\displaystyle=\sqrt{\cosh^{2}d_{\sf B}(x,y)-1}
=(1xy)2(1x2)(1y2)1x21y2\displaystyle=\frac{\sqrt{(1-x\bullet y)^{2}-(1-\|x\|^{2})(1-\|y\|^{2})}}{\sqrt{1-\|x\|^{2}}\sqrt{1-\|y\|^{2}}}
=xy2+(xy)2x2y21x21y2\displaystyle=\frac{\sqrt{\|x-y\|^{2}+(x\bullet y)^{2}-\|x\|^{2}\|y\|^{2}}}{\sqrt{1-\|x\|^{2}}\sqrt{1-\|y\|^{2}}}
=xy1τ(E)21x21y2,\displaystyle=\frac{\|x-y\|\sqrt{1-\|\tau({E})\|^{2}}}{\sqrt{1-\|x\|^{2}}\sqrt{1-\|y\|^{2}}}, (5.2)

where we used the fact that x2y2(xy)2=xy2τ(E)2\|x\|^{2}\|y\|^{2}-(x\bullet y)^{2}=\|x-y\|^{2}\|\tau({E})\|^{2}.

Now we are prepared for the proof of the following special case of Theorem 1.8.

Lemma 5.4.

Theorem 1.8 holds for κ=1\kappa=-1 and k=1k=1.

Proof.

First, we express the integration in

I:=ddf(x,y)d(dx)d(dy)I:=\int_{\mathbb{H}^{d}}\int_{\mathbb{H}^{d}}f(x,y)\,\mathcal{H}^{d}(\textup{d}x)\,\mathcal{H}^{d}(\textup{d}y)

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 φ:𝖡dd\varphi:{\sf B}^{d}\to\mathbb{H}^{d} such that

I=𝖡d𝖡df(φ(x),φ(y))1(1x2)d+121(1y2)d+120d(dx)0d(dy).I=\int_{{\sf B}^{d}}\int_{{\sf B}^{d}}f(\varphi(x),\varphi(y))\frac{1}{(1-\|x\|^{2})^{\frac{d+1}{2}}}\frac{1}{(1-\|y\|^{2})^{\frac{d+1}{2}}}\,\mathcal{H}^{d}_{0}(\textup{d}x)\,\mathcal{H}^{d}_{0}(\textup{d}y).

From the Euclidean affine Blaschke–Petkantschin formula (with k=1k=1, see above), we deduce that

I=ωd2𝐀0(d,1)𝖡dE𝖡dEf(φ(x),φ(y))xyd1(1x2)d+12(1y2)d+1201(dx)01(dy)μ1,0(dE).I=\frac{\omega_{d}}{2}\int_{\operatorname{\mathbf{A}}_{0}(d,1)}\int_{{\sf B}^{d}\cap E}\int_{{\sf B}^{d}\cap E}f(\varphi(x),\varphi(y))\frac{\|x-y\|^{d-1}}{(1-\|x\|^{2})^{\frac{d+1}{2}}(1-\|y\|^{2})^{\frac{d+1}{2}}}\,\mathcal{H}^{1}_{0}(\textup{d}x)\,\mathcal{H}^{1}_{0}(\textup{d}y)\,\mu_{1,0}(\textup{d}E).

This can be rewritten in the form

I\displaystyle I =ωd2𝐀0(d,1)𝖡dE𝖡dEf(φ(x),φ(y))xyd1(1τ(E)2)d12(1x2)d12(1y2)d12\displaystyle=\frac{\omega_{d}}{2}\int_{\operatorname{\mathbf{A}}_{0}(d,1)}\int_{{\sf B}^{d}\cap E}\int_{{\sf B}^{d}\cap E}f(\varphi(x),\varphi(y))\frac{\|x-y\|^{d-1}\left(1-\|\tau(E)\|^{2}\right)^{\frac{d-1}{2}}}{(1-\|x\|^{2})^{\frac{d-1}{2}}(1-\|y\|^{2})^{\frac{d-1}{2}}}
×1τ(E)21x21τ(E)21y2(1τ(E)2)d+1201(dx)01(dy)μ1,0(dE).\displaystyle\qquad\qquad\times\frac{\sqrt{1-\|\tau(E)\|^{2}}}{1-\|x\|^{2}}\frac{\sqrt{1-\|\tau(E)\|^{2}}}{1-\|y\|^{2}}\left(1-\|\tau(E)\|^{2}\right)^{-\frac{d+1}{2}}\,\mathcal{H}^{1}_{0}(\textup{d}x)\,\mathcal{H}^{1}_{0}(\textup{d}y)\,\mu_{1,0}(\textup{d}E).

Next we apply (5.2), Lemma 5.1 (twice) and Lemma 5.3 with k=1k=1 to get

I\displaystyle I =ωd2𝐀𝖡(d,1)𝖡dE𝖡dEf(φ(x),φ(y))sinhd1d𝖡(x,y)𝖡1(dx)𝖡1(dy)μ1,𝖡(dE).\displaystyle=\frac{\omega_{d}}{2}\int_{\operatorname{\mathbf{A}}_{\sf B}(d,1)}\int_{{\sf B}^{d}\cap E}\int_{{\sf B}^{d}\cap E}f(\varphi(x),\varphi(y))\sinh^{d-1}d_{\sf B}(x,y)\,\mathcal{H}^{1}_{{\sf B}}(\textup{d}x)\,\mathcal{H}^{1}_{{\sf B}}(\textup{d}y)\,\mu_{1,{\sf B}}(\textup{d}{E}).

Since φ:𝖡d𝐌1d\varphi:{\sf B}^{d}\to\mathbf{M}_{-1}^{d} is an isometry, we finally obtain

I=ωd2𝐀h(d,1)dGdGf(x,y)sinhd1dh(x,y)1(dx)1(dy)μ1(dG),I=\frac{\omega_{d}}{2}\int_{\operatorname{\mathbf{A}}_{h}(d,1)}\int_{\mathbb{H}^{d}\cap G}\int_{\mathbb{H}^{d}\cap G}f(x,y)\sinh^{d-1}d_{h}(x,y)\,\mathcal{H}^{1}(\textup{d}x)\,\mathcal{H}^{1}(\textup{d}y)\,\mu_{1}(\textup{d}G),

as asserted. ∎

In order to deduce Theorem 1.8 for general kk from the case where k=1k=1, the following simple lemma will be useful. For E𝐀κ(d,k)E\in\operatorname{\mathbf{A}}_{\kappa}(d,k) we write 𝐀κ(E,1)\operatorname{\mathbf{A}}_{\kappa}(E,1) for the 11-flats of 𝐌κd\mathbf{M}_{\kappa}^{d} lying in EE (which then are also 11-flats of EE), where EE is considered as a kk-dimensional hyperbolic space. In this case, we write μ1,κE\mu^{E}_{1,\kappa} for the consistently normalized invariant measure on 𝐀κ(E,1)\operatorname{\mathbf{A}}_{\kappa}(E,1), where the invariance refers to isometries of EE. In particular, the normalization is independent of EE, that is

μ1,κE({G𝐀κ(E,1):GBκE(1)})\mu^{E}_{1,\kappa}(\{G\in\operatorname{\mathbf{A}}_{\kappa}(E,1):G\cap B_{\kappa}^{E}(1)\neq\emptyset\})

is independent of EE and the choice of a geodesic ball BκE(1)B_{\kappa}^{E}(1) of radius 11 in EE. 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 g:𝐀κ(d,1)[0,]g:\operatorname{\mathbf{A}}_{\kappa}(d,1)\to[0,\infty] and k{2,,d1}k\in\{2,\ldots,d-1\}. Then

𝐀κ(d,k)𝐀κ(E,1)g(G)μ1,κE(dG)μk,κ(dE)=𝐀κ(d,1)g(G)μ1,κ(dG).\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}g(G)\,\mu^{E}_{1,\kappa}(\textup{d}G)\,\mu_{k,\kappa}(\textup{d}E)=\int_{\operatorname{\mathbf{A}}_{\kappa}(d,1)}g(G)\,\mu_{1,\kappa}(\textup{d}G).
Proof.

Both sides define isometry invariant measures on 𝐀κ(d,1)\operatorname{\mathbf{A}}_{\kappa}(d,1) (if gg 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 E𝐀κ(d,k)E\in\operatorname{\mathbf{A}}_{\kappa}(d,k) be fixed (for the moment) and let φ\varphi be an isometry of 𝐌κd\mathbf{M}_{\kappa}^{d}. For a measurable set A𝐀κ(φ(E),1)A\subset\operatorname{\mathbf{A}}_{\kappa}(\varphi(E),1), we define

μ(A):=𝐀κ(E,1)𝟙{φ(G)A}μ1,κE(dG).\mu(A):=\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}\operatorname{\mathbbm{1}}\{\varphi(G)\in A\}\,\mu_{1,\kappa}^{E}(\textup{d}G).

Since the isometry φ\varphi maps 11-flats of EE bijectively to 11-flats of φ(E)\varphi(E), it is easy to see that μ\mu is a locally finite measure on the Borel sets of 𝐀κ(φ(E),1)\operatorname{\mathbf{A}}_{\kappa}(\varphi(E),1). Let ι:φ(E)φ(E)\iota:\varphi(E)\to\varphi(E) be an isometry of φ(E)\varphi(E). Then φ1ι1φ:EE\varphi^{-1}\circ\iota^{-1}\circ\varphi:E\to E is an isometry of EE. Moreover,

μ(ι(A))\displaystyle\mu(\iota(A)) =𝐀κ(E,1)𝟙{φ(G)ι(A)}μ1,κE(dG)\displaystyle=\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}\operatorname{\mathbbm{1}}\{\varphi(G)\in\iota(A)\}\,\mu^{E}_{1,\kappa}(\textup{d}G)
=𝐀κ(E,1)𝟙{φ((φ1ι1φ)(G))A}μ1,κE(dG)\displaystyle=\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}\operatorname{\mathbbm{1}}\{\varphi((\varphi^{-1}\circ\iota^{-1}\circ\varphi)(G))\in A\}\,\mu^{E}_{1,\kappa}(\textup{d}G)
=𝐀κ(E,1)𝟙{φ(G¯)A}μ1,κE(dG¯)\displaystyle=\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}\operatorname{\mathbbm{1}}\{\varphi(\overline{G})\in A\}\,\mu^{E}_{1,\kappa}(\textup{d}\overline{G})
=μ(A),\displaystyle=\mu(A),

where in the second to last step we used that μ1,κE\mu^{E}_{1,\kappa} is invariant with respect to isometries of EE. If BκE(1)B_{\kappa}^{E}(1) is a geodesic ball of radius 11 in EE, then φ(BκE(1))\varphi(B_{\kappa}^{E}(1)) is a geodesic ball of radius 11 in φ(E)\varphi(E) and

μ({G𝐀κ(E,1):Gφ(BκE(1))})=𝐀κ(E,1)𝟙{GBκE(1)}μ1,κE(dG).\mu(\{G\in\operatorname{\mathbf{A}}_{\kappa}(E,1):G\cap\varphi(B_{\kappa}^{E}(1))\neq\emptyset\})=\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}\operatorname{\mathbbm{1}}\{G\cap B_{\kappa}^{E}(1)\neq\emptyset\}\,\mu_{1,\kappa}^{E}(\textup{d}G).

Hence μ\mu is the consistently normalized Haar measure on 𝐀κ(φ(E),1)\operatorname{\mathbf{A}}_{\kappa}(\varphi(E),1). In particular, for each E𝐀κ(d,k)E\in\operatorname{\mathbf{A}}_{\kappa}(d,k) and each isometry φ\varphi of 𝐌κd\mathbf{M}^{d}_{\kappa}, we have

𝐀κ(E,1)g(φ(G))μ1,κE(dG)=𝐀κ(φE,1)g(G¯)μ1,κφ(E)(dG¯)\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}g(\varphi(G))\,\mu_{1,\kappa}^{E}(\textup{d}G)=\int_{\operatorname{\mathbf{A}}_{\kappa}(\varphi E,1)}g(\overline{G})\,\mu_{1,\kappa}^{\varphi(E)}(\textup{d}\overline{G})

for each measurable function g:𝐀κ(E,1)[0,]g:\operatorname{\mathbf{A}}_{\kappa}(E,1)\to[0,\infty].

Now let φ\varphi be an isometry of 𝐌κd\mathbf{M}_{\kappa}^{d}. Using first the isometry invariance of μk,κ\mu_{k,\kappa} and then the preceding considerations, we obtain

𝐀κ(d,k)𝐀κ(E,1)g(φ(G))μ1,κE(dG)μk,κ(dE)\displaystyle\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}g(\varphi(G))\,\mu^{E}_{1,\kappa}(\textup{d}G)\,\mu_{k,\kappa}(\textup{d}E)
=𝐀κ(d,k)𝐀κ(φ1(E),1)g(φ(G))μ1,κφ1(E)(dG)μk,κ(dE)\displaystyle\qquad=\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\int_{\operatorname{\mathbf{A}}_{\kappa}(\varphi^{-1}(E),1)}g(\varphi(G))\,\mu^{\varphi^{-1}(E)}_{1,\kappa}(\textup{d}G)\,\mu_{k,\kappa}(\textup{d}E)
=𝐀κ(d,k)𝐀κ(E,1)g(φ(φ1(G)))μ1,κE(dG)μk,κ(dE)\displaystyle\qquad=\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}g(\varphi(\varphi^{-1}(G)))\,\mu^{E}_{1,\kappa}(\textup{d}G)\,\mu_{k,\kappa}(\textup{d}E)
=𝐀κ(d,k)𝐀κ(E,1)g(G)μ1,κE(dG)μk,κ(dE),\displaystyle\qquad=\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}g(G)\,\mu^{E}_{1,\kappa}(\textup{d}G)\,\mu_{k,\kappa}(\textup{d}E),

which confirms the isometry invariance of the left side.

Since up to a scalar multiple there is only one Haar measure on 𝐀κ(d,1)\operatorname{\mathbf{A}}_{\kappa}(d,1), it remains to show that this multiple is 11. For this, we choose g(G):=κ1(GB1,κd)g(G):=\mathcal{H}^{1}_{\kappa}(G\cap B_{1,\kappa}^{d}), where B1,κdB_{1,\kappa}^{d} is a geodesic ball of radius 11 centred at an arbitrary point of 𝐌κd\mathbf{M}_{\kappa}^{d}. Then the right side is κd(B1,κd)\mathcal{H}^{d}_{\kappa}(B_{1,\kappa}^{d}) by a straightforward application of the Crofton formula (2.2).

If we first apply the Crofton formula (2.2) within EE to the inner integral on the left side, we get

𝐀κ(E,1)κ1(GB1,κd)μ1,κE(dG)\displaystyle\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}\mathcal{H}^{1}_{\kappa}(G\cap B_{1,\kappa}^{d})\,\mu^{E}_{1,\kappa}(\textup{d}G) =𝐀κ(E,1)κ1(G(EB1,κd))μ1,κE(dG)\displaystyle=\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}\mathcal{H}^{1}_{\kappa}(G\cap(E\cap B_{1,\kappa}^{d}))\,\mu^{E}_{1,\kappa}(\textup{d}G)
=κk(EB1,κd).\displaystyle=\mathcal{H}^{k}_{\kappa}(E\cap B_{1,\kappa}^{d}).

Then another application of the Crofton formula (2.2) also yields κd(B1,κd)\mathcal{H}^{d}_{\kappa}(B_{1,\kappa}^{d}) for the double integral on the left-hand side. ∎

Remark 5.6.

By the same reasoning, we also get a corresponding result for integrals over flags (E,G)𝐀κ(d,k)×𝐀κ(d,p)(E,G)\in\operatorname{\mathbf{A}}_{\kappa}(d,k)\times\operatorname{\mathbf{A}}_{\kappa}(d,p) with GEG\subset E (and fixed p<kp<k).

Proof of Theorem 1.8.

The assertion in the case k=1k=1 has already been established. Let k{2,,d1}k\in\{2,\ldots,d-1\}. Then by the case k=1k=1 and by Lemma 5.5, we get

𝐌κd𝐌κdf(x,y)κd(dx)κd(dy)\displaystyle\int_{\mathbf{M}_{\kappa}^{d}}\int_{\mathbf{M}_{\kappa}^{d}}f(x,y)\,\mathcal{H}^{d}_{\kappa}(\textup{d}x)\,\mathcal{H}^{d}_{\kappa}(\textup{d}y)
=ωd2𝐀κ(d,1)𝐌κdG𝐌κdGf(x,y)𝐬𝐧κdkdκ(x,y)𝐬𝐧κk1dκ(x,y)κ1(dx)κ1(dy)μ1,κ(dG)\displaystyle=\frac{\omega_{d}}{2}\int_{\operatorname{\mathbf{A}}_{\kappa}(d,1)}\int_{\mathbf{M}_{\kappa}^{d}\cap G}\int_{\mathbf{M}_{\kappa}^{d}\cap G}f(x,y)\operatorname{\mathbf{sn}}_{\kappa}^{d-k}d_{\kappa}(x,y)\operatorname{\mathbf{sn}}_{\kappa}^{k-1}d_{\kappa}(x,y)\,\mathcal{H}^{1}_{\kappa}(\textup{d}x)\,\mathcal{H}^{1}_{\kappa}(\textup{d}y)\,\mu_{1,\kappa}(\textup{d}G)
=ωd2𝐀κ(d,k)𝐀κ(E,1)𝐌κdG𝐌κdGg(x,y)\displaystyle=\frac{\omega_{d}}{2}\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}\int_{\mathbf{M}^{d}_{\kappa}\cap G}\int_{\mathbf{M}^{d}_{\kappa}\cap G}g(x,y)
×𝐬𝐧κk1dκ(x,y)κ1(dx)κ1(dy)μ1,κE(dG)μk,κ(dE),\displaystyle\hskip 113.81102pt\times\operatorname{\mathbf{sn}}_{\kappa}^{k-1}d_{\kappa}(x,y)\,\mathcal{H}^{1}_{\kappa}(\textup{d}x)\,\mathcal{H}^{1}_{\kappa}(\textup{d}y)\,\mu^{E}_{1,\kappa}(\textup{d}G)\,\mu_{k,\kappa}(\textup{d}E), (5.3)

where g(x,y):=f(x,y)𝐬𝐧κdkdκ(x,y)g(x,y):=f(x,y)\operatorname{\mathbf{sn}}_{\kappa}^{d-k}d_{\kappa}(x,y). Since 𝐌κdE\mathbf{M}^{d}_{\kappa}\cap E is a kk-flat and a kk-dimensional space of constant curvature 𝐌κE\mathbf{M}^{E}_{\kappa}, we can apply the result that has already been proved to the integrand of the integration over 𝐀κ(d,k)\operatorname{\mathbf{A}}_{\kappa}(d,k) for each fixed E𝐀κ(d,k)E\in\operatorname{\mathbf{A}}_{\kappa}(d,k). This implies that

ωk2𝐀κ(E,1)𝐌kdG𝐌kdGg(x,y)𝐬𝐧κk1dκ(x,y)κ1(dx)κ1(dy)μ1,κE(dG)\displaystyle\frac{\omega_{k}}{2}\int_{\operatorname{\mathbf{A}}_{\kappa}(E,1)}\int_{\mathbf{M}^{d}_{k}\cap G}\int_{\mathbf{M}^{d}_{k}\cap G}g(x,y)\operatorname{\mathbf{sn}}_{\kappa}^{k-1}d_{\kappa}(x,y)\,\mathcal{H}^{1}_{\kappa}(\textup{d}x)\,\mathcal{H}^{1}_{\kappa}(\textup{d}y)\,\mu^{E}_{1,\kappa}(\textup{d}G)
=𝐌κdE𝐌κdEg(x,y)κk(dx)κk(dy).\displaystyle\qquad=\int_{\mathbf{M}^{d}_{\kappa}\cap E}\int_{\mathbf{M}^{d}_{\kappa}\cap E}g(x,y)\,\mathcal{H}^{k}_{\kappa}(\textup{d}x)\,\mathcal{H}^{k}_{\kappa}(\textup{d}y). (5.4)

Substituting (5) into (5.3), we get the asserted equation. ∎

Corollary 5.7.

Let A𝐌κdA\subset\mathbf{M}^{d}_{\kappa} be a measurable set. If k{1,,d1}k\in\{1,\ldots,d-1\}, then

𝐀κ(d,k)κk(AE)2μk,κ(dE)=ωkωdAA𝐬𝐧κ(dk)dκ(x,y)κd(dx)κd(dy).\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\mathcal{H}^{k}_{\kappa}(A\cap E)^{2}\,\mu_{k,\kappa}(\textup{d}E)=\frac{\omega_{k}}{\omega_{d}}\int_{A}\int_{A}\operatorname{\mathbf{sn}}_{\kappa}^{-(d-k)}d_{\kappa}(x,y)\,\mathcal{H}^{d}_{\kappa}(\textup{d}x)\,\mathcal{H}^{d}_{\kappa}(\textup{d}y).
Proof.

We apply Theorem 1.8 with

f(x,y):=𝟙{xy}𝟙A(x)𝟙A(y)𝐬𝐧κ(dk)dκ(x,y),x,y𝐌κd,f(x,y):=\operatorname{\mathbbm{1}}\{x\neq y\}\operatorname{\mathbbm{1}}_{A}(x)\operatorname{\mathbbm{1}}_{A}(y)\operatorname{\mathbf{sn}}_{\kappa}^{-(d-k)}d_{\kappa}(x,y),\qquad x,y\in\mathbf{M}^{d}_{\kappa},

where by definition f(x,y)=0f(x,y)=0 if x=yx=y. Thus we get

𝐀κ(d,k)EAEA𝟙{xy}κk(dx)κk(dy)μk,κ(dE)\displaystyle\int_{\operatorname{\mathbf{A}}_{\kappa}(d,k)}\int_{E\cap A}\int_{E\cap A}\operatorname{\mathbbm{1}}\{x\neq y\}\,\mathcal{H}_{\kappa}^{k}(\textup{d}x)\,\mathcal{H}_{\kappa}^{k}(\textup{d}y)\,\mu_{k,\kappa}(\textup{d}E)
=ωkωdAA𝟙{xy}𝐬𝐧κ(dk)dκ(x,y)κd(dx)κd(dy),\displaystyle\qquad=\frac{\omega_{k}}{\omega_{d}}\int_{A}\int_{A}\operatorname{\mathbbm{1}}\{x\neq y\}\operatorname{\mathbf{sn}}_{\kappa}^{-(d-k)}d_{\kappa}(x,y)\,\mathcal{H}^{d}_{\kappa}(\textup{d}x)\,\mathcal{H}^{d}_{\kappa}(\textup{d}y), (5.5)

where 𝟙{xy}𝐬𝐧κ(dk)dκ(x,y)=0\operatorname{\mathbbm{1}}\{x\neq y\}\operatorname{\mathbf{sn}}_{\kappa}^{-(d-k)}d_{\kappa}(x,y)=0 if x=yx=y (by definition). On the left side of this equation, for μk,κ\mu_{k,\kappa}-almost every E𝐀κ(d,k)E\in\operatorname{\mathbf{A}}_{\kappa}(d,k) such that EAE\cap A\neq\emptyset, the indicator function is not equal to 11 only on a set of (x,y)(EA)2(x,y)\in(E\cap A)^{2} of (κk)2(\mathcal{H}_{\kappa}^{k})^{2}-measure zero. Similarly, the indicator function on the right side is not equal to 11 only on a set of (x,y)A2(x,y)\in A^{2} of (κd)2(\mathcal{H}^{d}_{\kappa})^{2}-measure zero. Since the integral of a function with values in [0,][0,\infty] 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 f:𝐌κd[0,)f:\mathbf{M}_{\kappa}^{d}\to[0,\infty) we denote by ff^{*} the symmetric decreasing rearrangement of ff with respect to the fixed origin pp of 𝐌κd\mathbf{M}_{\kappa}^{d}. (By decreasing we mean non-increasing.) To recall the definition of ff^{*}, we write {f>s}:=f1((s,))\{f>s\}:=f^{-1}((s,\infty)) for s>0s>0 and denote by {f>s}\{f>s\}^{*} the open geodesic ball with center at pp such that κd({f>s})=κd({f>s})<\mathcal{H}^{d}_{\kappa}(\{f>s\}^{*})=\mathcal{H}^{d}_{\kappa}(\{f>s\})<\infty. Then f:𝐌κd[0,)f^{*}:\mathbf{M}_{\kappa}^{d}\to[0,\infty), defined by

f(x):=0𝟙{f>s}(x)ds,x𝐌κd,f^{*}(x):=\int_{0}^{\infty}\operatorname{\mathbbm{1}}_{\{f>s\}^{*}}(x)\,\textup{d}s,\qquad x\in\mathbf{M}_{\kappa}^{d},

is a decreasing function of the geodesic distance to pp, invariant under isometries fixing pp, lower semicontinuous, and {f>t}={f>t}\{f^{*}>t\}=\{f>t\}^{*}, that is, ff and ff^{*} are equidistributed (equimeasurable) in the sense that

κd({f>t})=κd({f>t})\mathcal{H}^{d}_{\kappa}(\{f>t\})=\mathcal{H}^{d}_{\kappa}(\{f^{*}>t\})

for t>0t>0. In the following, we say that ff is non-zero if κd({f>0})>0\mathcal{H}_{\kappa}^{d}(\{f>0\})>0.

Lemma 6.1 (Sharp Riesz rearrangement inequality).

Let f,g:𝐌κd[0,)f,g:\mathbf{M}_{\kappa}^{d}\to[0,\infty) be κd\mathcal{H}_{\kappa}^{d}-integrable functions and K:[0,)[0,]K:[0,\infty)\to[0,\infty] be a decreasing function. Define

K(f,g):=𝐌κd𝐌κdf(x)g(y)K(dκ(x,y))κd(dx)κd(dy).\mathcal{I}_{K}(f,g):=\int_{\mathbf{M}_{\kappa}^{d}}\int_{\mathbf{M}_{\kappa}^{d}}f(x)g(y)K(d_{\kappa}(x,y))\,\mathcal{H}_{\kappa}^{d}(\textup{d}x)\,\mathcal{H}_{\kappa}^{d}(\textup{d}y).

Then

K(f,g)K(f,g).\mathcal{I}_{K}(f,g)\leq\mathcal{I}_{K}(f^{*},g^{*}). (6.1)

Moreover, if KK is strictly decreasing, ff and gg are non-zero, and K(f,g)<\mathcal{I}_{K}(f^{*},g^{*})<\infty, then equality in (6.1) holds if and only if there is some isometry φI(𝐌κd)\varphi\in I(\mathbf{M}_{\kappa}^{d}) such that f=fφf=f^{*}\circ\varphi and g=gφg=g^{*}\circ\varphi κd\mathcal{H}_{\kappa}^{d}-almost everywhere.

We can now proceed to the proof of Theorem 1.6.

Proof of Theorem 1.6.

From (2.7) we have that

VarFW,t,κ(m)=i=1mi!t2miAW,κ,i(m)\operatorname{Var}F_{W,t,\kappa}^{(m)}=\sum_{i=1}^{m}i!\,t^{2m-i}\,A_{W,\kappa,i}^{(m)}

with AW,κ,i(m)A_{W,\kappa,i}^{(m)} given by (2.8). That is,

VarFW,t,κ(m)=i=1mcit2mi𝐀κ(d,di(dk))κdi(dk)(EW)2μdi(dk),κ(dE)\displaystyle\operatorname{Var}F_{W,t,\kappa}^{(m)}=\sum_{i=1}^{m}c_{i}t^{2m-i}\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-i(d-k))}\ \mathcal{H}_{\kappa}^{d-i(d-k)}(E\cap W)^{2}\ \mu_{d-i(d-k),\kappa}(\textup{d}E) (6.2)

with the constants cic_{i}, i{1,,m}i\in\{1,\ldots,m\}, given by

ci:=(mi)2i!(m!)2(ωd+1ωk+1)2miωdm(dk)+12ωd+1ωdi(dk)+1.c_{i}:=\binom{m}{i}^{2}\frac{i!}{(m!)^{2}}\Big{(}\frac{\omega_{d+1}}{\omega_{k+1}}\Big{)}^{2m-i}\frac{\omega_{d-m(d-k)+1}^{2}}{\omega_{d+1}\omega_{d-i(d-k)+1}}.

Now, Corollary 5.7 can be applied to each of the integrals on the right side of (6.2) for which i(dk)d1i(d-k)\leq d-1. Since k1k\geq 1, this condition is satisfied at least for i=1i=1. Moreover, if m(dk)=dm(d-k)=d, then the corresponding summand is cmtmκd(W)=cmtmκd(BW)c_{m}t^{m}\mathcal{H}^{d}_{\kappa}(W)=c_{m}t^{m}\mathcal{H}^{d}_{\kappa}(B_{W}). For i(dk)d1i(d-k)\leq d-1 we get

𝐀κ(d,di(dk))κdi(dk)(EW)2μdi(dk),κ(dE)\displaystyle\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-i(d-k))}\ \mathcal{H}_{\kappa}^{d-i(d-k)}(E\cap W)^{2}\ \mu_{d-i(d-k),\kappa}(\textup{d}E)
=ωdi(dk)ωdWW1𝐬𝐧i(dk)dκ(x,y)κd(dx)κd(dy).\displaystyle\qquad=\frac{\omega_{d-i(d-k)}}{\omega_{d}}\int_{W}\int_{W}\frac{1}{\operatorname{\mathbf{sn}}^{i(d-k)}d_{\kappa}(x,y)}\,\mathcal{H}^{d}_{\kappa}(\textup{d}x)\,\mathcal{H}^{d}_{\kappa}(\textup{d}y).

Our goal is to apply the sharp Riesz rearrangement inequality in Lemma 6.1 with f=g=𝟏Wf=g={\bf 1}_{W} and K(s)=𝐬𝐧i(dk)sK(s)=\operatorname{\mathbf{sn}}^{-i(d-k)}s for s0s\geq 0. For this, we first note that ff and gg are both κd\mathcal{H}_{\kappa}^{d}-integrable and non-zero, since WW is a Borel set with κd(W)(0,)\mathcal{H}_{\kappa}^{d}(W)\in(0,\infty), and that the function r𝐬𝐧i(dk)rr\mapsto\operatorname{\mathbf{sn}}^{-i(d-k)}r is strictly decreasing on [0,)[0,\infty) if κ{1,0}\kappa\in\{-1,0\} and on [0,π/2][0,\pi/2] if κ=1\kappa=1. Thus, Lemma 6.1 together with the additional assumption on WW in the case κ=1\kappa=1 and the fact that f=g=𝟏BWf^{*}=g^{*}={\bf 1}_{B_{W}} show that for i(dk)d1i(d-k)\leq d-1 we have

ωdi(dk)ωdWW1𝐬𝐧i(dk)dκ(x,y)κd(dx)κd(dy)\displaystyle\frac{\omega_{d-i(d-k)}}{\omega_{d}}\int_{W}\int_{W}\frac{1}{\operatorname{\mathbf{sn}}^{i(d-k)}d_{\kappa}(x,y)}\,\mathcal{H}^{d}_{\kappa}(\textup{d}x)\,\mathcal{H}^{d}_{\kappa}(\textup{d}y)
ωdi(dk)ωdBWBW1𝐬𝐧i(dk)dκ(x,y)κd(dx)κd(dy)\displaystyle\qquad\leq\frac{\omega_{d-i(d-k)}}{\omega_{d}}\int_{B_{W}}\int_{B_{W}}\frac{1}{\operatorname{\mathbf{sn}}^{i(d-k)}d_{\kappa}(x,y)}\,\mathcal{H}^{d}_{\kappa}(\textup{d}x)\,\mathcal{H}^{d}_{\kappa}(\textup{d}y) (6.3)
=𝐀κ(d,di(dk))κdi(dk)(EBW)2μdi(dk),κ(dE),\displaystyle\qquad=\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-i(d-k))}\ \mathcal{H}_{\kappa}^{d-i(d-k)}(E\cap B_{W})^{2}\ \mu_{d-i(d-k),\kappa}(\textup{d}E),

where we applied backwards Corollary 5.7 in the last step. Altogether we arrive at

VarFW,t,κ(m)\displaystyle\operatorname{Var}F_{W,t,\kappa}^{(m)} =i=1mcit2mi𝐀κ(d,di(dk))κdi(dk)(EW)2μdi(dk),κ(dE)\displaystyle=\sum_{i=1}^{m}c_{i}t^{2m-i}\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-i(d-k))}\ \mathcal{H}_{\kappa}^{d-i(d-k)}(E\cap W)^{2}\ \mu_{d-i(d-k),\kappa}(\textup{d}E)
i=1mcit2mi𝐀κ(d,di(dk))κdi(dk)(EBW)2μdi(dk),κ(dE)\displaystyle\leq\sum_{i=1}^{m}c_{i}t^{2m-i}\int_{\operatorname{\mathbf{A}}_{\kappa}(d,d-i(d-k))}\ \mathcal{H}_{\kappa}^{d-i(d-k)}(E\cap B_{W})^{2}\ \mu_{d-i(d-k),\kappa}(\textup{d}E)
=VarFBW,t,κ(m).\displaystyle=\operatorname{Var}F_{B_{W},t,\kappa}^{(m)}.

The discussion of the equality case also follows from Lemma 6.1. This completes the proof of Theorem 1.6. ∎

Remark 6.2.
  • (i)

    For compact sets WW and in Euclidean space, a result by Pfiefer [43, Theorems 1 and 2] (stated in [49, Theorem 8.6.5] for convex bodies only) could alternatively be used at (6.3).

  • (ii)

    Morpurgo [39, Theorems 3.5 and 3.6] provides a detailed proof of general Riesz rearrangement inequalities in Euclidean space, similar as in [12], but an investigation of the hyperbolic case is not included. The arguments extend to the spherical case, as pointed out in [39, page 518].

  • (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 f,gf,g are indicator functions (as in our application) and for κ=0\kappa=0 (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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