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The spectrum and coherency are useful quantities for characterizing the temporal correlations and functional relations within and between point processes. This paper begins with a review of these quantities, their interpretation and how…

Biological Physics · Physics 2007-05-23 M. R. Jarvis , P. P. Mitra

We develop e-values and e-processes testing the null hypothesis that a distribution over nonnegative integers is monotone, and that a distribution over integers is unimodal given a certain mode. Our e-processes lead to tests of power one…

Statistics Theory · Mathematics 2026-04-23 Hongjian Wang , Aaditya Ramdas

In this paper, we investigate score function-based tests to check the significance of an ultrahigh-dimensional sub-vector of the model coefficients when the nuisance parameter vector is also ultrahigh-dimensional in linear models. We first…

Methodology · Statistics 2024-11-12 Weichao Yang , Xu Guo , Lixing Zhu

The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…

Optimization and Control · Mathematics 2014-12-19 Richard S. Laugesen , Prashant G. Mehta , Sean P. Meyn , Maxim Raginsky

In this study, we propose a test for the coefficient randomness in autoregressive models where the autoregressive coefficient is local to unity, which is empirically relevant given the results of earlier studies. Under this specification,…

Econometrics · Economics 2026-04-29 Mikihito Nishi

Leptonic and semileptonic meson decays that proceed via flavour-changing neutral currents provide excellent probes of physics of the standard model and beyond. We present explicit results for the Wilson coefficients of the weak effective…

High Energy Physics - Phenomenology · Physics 2021-11-01 Fady Bishara , Joachim Brod , Martin Gorbahn , Ulserik Moldanazarova

This paper focuses on hypothesis testing for the input of a L\'evy-driven storage system by sampling of the storage level. As the likelihood is not explicit we propose two tests that rely on transformation of the data. The first approach…

Probability · Mathematics 2020-11-23 Michel Mandjes , Liron Ravner

This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…

Probability · Mathematics 2008-05-21 Lancelot F. James

The power density spectrum of a light curve is often calculated as the average of a number of spectra derived on individual time intervals the light curve is divided into. This procedure implicitly assumes that each time interval is a…

Instrumentation and Methods for Astrophysics · Physics 2011-08-25 Cristiano Guidorzi

We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…

Probability · Mathematics 2020-06-16 Chinmoy Bhattacharjee , Ilya Molchanov

We consider stochastic cellular networks where base stations locations form a homogenous Poisson point process and each mobile is attached to the base station that provides the best mean signal power. The mobile is in outage if the SINR…

Probability · Mathematics 2010-09-03 Laurent Decreusefond , Philippe Martins , Than-Tung Vu

We consider power means of independent and identically distributed (i.i.d.) non-integrable random variables. The power mean is an example of a homogeneous quasi-arithmetic mean. Under certain conditions, several limit theorems hold for the…

Probability · Mathematics 2023-11-14 Yuichi Akaoka , Kazuki Okamura , Yoshiki Otobe

We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the way to "large-trimming" properties of extremal processes and a…

Probability · Mathematics 2017-08-01 Yuguang Ipsen , Ross Maller , Sidney Resnick

A method based on optical interferences for measuring optical nonlinearities is presented. In a proof-of-principle experiment, the technique is applied to the experimental determination of the intensity dependence of the photoionization…

Optics · Physics 2013-08-06 F. Billard , P. Béjot , E. Hertz , B. Lavorel , O. Faucher

The power domination problem seeks to determine the minimum number of phasor measurement units (PMUs) needed to monitor an electric power network. We introduce random sensor failure before the power domination process occurs and call this…

Combinatorics · Mathematics 2023-12-20 Beth Bjorkman , Zachary Brennan , Mary Flagg , Johnathan Koch

A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival processes, martingales and claim measures are obtained. Some…

Probability · Mathematics 2012-10-30 D. P. Lyberopoulos , N. D. Macheras

Asymptotic equivalence in Le Cam's sense for nonparametric regression experiments is extended to the case of non-regular error densities, which have jump discontinuities at their endpoints. We prove asymptotic equivalence of such regression…

Statistics Theory · Mathematics 2011-01-28 Alexander Meister , Markus Reiß

In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is…

Data Analysis, Statistics and Probability · Physics 2017-02-21 Diego Sevilla

The equivalence theorem states that the leading part of the amplitude for a process with external longitudinally polarized vector bosons is given by the amplitude in which the longitudinal vector bosons are replaced by the corresponding…

High Energy Physics - Phenomenology · Physics 2009-10-28 Carsten Grosse-Knetter

What constitutes jointly Poisson processes remains an unresolved issue. This report reviews the current state of the theory and indicates how the accepted but unproven model equals that resulting from the small time-interval limit of…

Data Analysis, Statistics and Probability · Physics 2009-11-16 D. H. Johnson , I. N. Goodman