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Related papers: Poisson approximation for large clusters in the su…

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The article determines the asymptotic shape of the extremal clusters in stationary regularly varying random fields. To deduce this result, we present a general framework for the Poisson approximation of point processes on Polish spaces…

Probability · Mathematics 2020-09-22 Bojan Basrak , Hrvoje Planinić

Cluster analysis which focuses on the grouping and categorization of similar elements is widely used in various fields of research. Inspired by the phenomenon of atomic fission, a novel density-based clustering algorithm is proposed in this…

Machine Learning · Computer Science 2020-04-28 Shizhan Lu

We give a general framework for approximations to combinatorial assemblies, especially suitable to the situation where the number $k$ of components is specified, in addition to the overall size $n$. This involves a Poisson process, which,…

Probability · Mathematics 2016-07-06 Richard Arratia , Stephen DeSalvo

We prove the existence of weak solutions of a class of multi-species cross-diffusion systems as well as the propagation of chaos result by means of nonlocal approximation of the nonlinear diffusion terms, coupling methods and compactness…

Analysis of PDEs · Mathematics 2024-10-18 Jose Antonio Carrillo , Shuchen Guo

In this paper, we investigate a class of multiscale McKean-Vlasov stochastic systems, where the entire system depends on the distributions of both fast and slow components. First of all, by applying the Poisson equation method, we prove…

Probability · Mathematics 2025-09-30 Jie Xiang , Huijie Qiao

The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…

Probability · Mathematics 2009-02-06 Sanda N. Socoll , A. D. Barbour

This paper deals with Poisson approximation to weighted sums of locally dependent random variables using Stein's method. The derived result represents a significant improvement of existing results. To illustrate the effectiveness of our…

Probability · Mathematics 2023-12-08 Pratima Eknath Kadu

This paper establishes quantitative limit theorems for two classes of Cox point processes, quantifying their convergence to a Poisson point process (PPP). We employ Stein's method for PPP aproximation, leveraging the generator approach and…

Probability · Mathematics 2025-10-07 Hamza Adrat , Laurent Decreusefond

We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…

Probability · Mathematics 2011-03-14 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

This exposition explains the basic ideas of Stein's method for Poisson random variable approximation and Poisson process approximation from the point of view of the immigration-death process and Palm theory. The latter approach also enables…

Probability · Mathematics 2007-05-23 Louis H. Y. Chen , Aihua Xia

The work concerns the nonlinear filtering problem for a class of multiscale McKean-Vlasov stochastic systems. First of all, by a Poisson equation we prove that the solution of the slow part for a multiscale system weakly converges to the…

Probability · Mathematics 2023-11-27 Huijie Qiao , Wanlin Wei

Let $G_{k,n}$ be a group of permutations of $kn$ objects which permutes things independently in disjoint blocks of size $k$ and then permutes the blocks. We investigate the probabilistic and/or enumerative aspects of random elements of…

Probability · Mathematics 2025-04-29 Persi Diaconis , Nathan Tung

There is growing empirical evidence that spherical $k$-means clustering performs well at identifying groups of concomitant extremes in high dimensions, thereby leading to sparse models. We provide one of the first theoretical results…

Statistics Theory · Mathematics 2022-03-21 V. Fomichov , J. Ivanovs

Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…

Methodology · Statistics 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…

Probability · Mathematics 2024-03-27 Kai Du , Yunzhang Li , Yuyang Ye

We develop a functional Stein-Malliavin method in a non-diffusive Poissonian setting, thus obtaining a) quantitative central limit theorems for approximation of arbitrary non-degenerate Gaussian random elements taking values in a separable…

Probability · Mathematics 2023-04-17 Solesne Bourguin , Simon Campese , Thanh Dang

Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…

Probability · Mathematics 2021-05-04 Nicolas Chenavier , Norbert Henze , Moritz Otto

This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of Stein's equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson…

Probability · Mathematics 2021-06-01 Federico Pianoforte , Riccardo Turin

Competing and Complementary risk (CCR) problems are often modelled using a class of distributions of the maximum, or minimum, of a random number of i.i.d. random variables; we call this class the CCR class of distributions. While the CCR…

Probability · Mathematics 2025-10-21 Anum Fatima , Gesine Reinert

A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…

Probability · Mathematics 2009-12-09 Fraser Daly , Claude Lefèvre , Sergey Utev