Boolean models in hyperbolic space

Daniel Hug, Günter Last, Matthias Schulte

Published 2024-08-07Version 1

The union of the particles of a stationary Poisson process of compact (convex) sets in Euclidean space is called Boolean model and is a classical topic of stochastic geometry. In this paper, Boolean models in hyperbolic space are considered, where one takes the union of the particles of a stationary Poisson process in the space of compact (convex) subsets of the hyperbolic space. Geometric functionals such as the volume of the intersection of the Boolean model with a compact convex observation window are studied. In particular, the asymptotic behavior for balls with increasing radii as observation windows is investigated. Exact and asymptotic formulas for expectations, variances, and covariances are shown and univariate and multivariate central limit theorems are derived. Compared to the Euclidean framework, some new phenomena can be observed.