Related papers: Distributional Limits for the Symmetric Exclusion …
We consider invariant measures of maps on manifolds whose correlations decay at a sufficient rate and which satisfy a geometric contraction property. We then prove the that the limiting distribution of returns to geometric balls is…
In this article, we define a matrix multinomial distribution. We prove some properties of the matrix multinomial distribution. We prove that the matrix Poisson distribution can be used as an approximation to the matrix multinomial…
We consider the point process of signal strengths from transmitters in a wireless network observed from a fixed position under models with general signal path loss and random propagation effects. We show via coupling arguments that under…
We consider Ewens random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$ and to study the asymptotic behaviour as $n\to\infty$. We obtain very precise information on the joint distribution of…
Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…
We obtain the large deviation functional of a density profile for the asymmetric exclusion process of L sites with open boundary conditions when the asymmetry scales like 1/L. We recover as limiting cases the expressions derived recently…
Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…
We introduce and solve a model of fermions hopping between neighbouring sites on a line with random Brownian amplitudes and open boundary conditions driving the system out of equilibrium. The average dynamics reduces to that of the…
We consider statistical learning question for $\psi$-weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association,$\cdots$ The consistency of the empirical risk minimization algorithm is…
We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…
In this paper we study the quenched distributions of hitting times for a class of random dynamical systems. We prove that hitting times to dynamically defined cylinders converge to a Poisson point process under the law of random equivariant…
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…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
We derive a formula for the quasi-potential of one-dimensional symmetric exclusion process in weak contact with reservoirs. The interaction with the boundary is so weak that, in the diffusive scale, the density profile evolves as the one of…
We consider symplectic singularities in the sense of A. Beauville as examples of Poisson schemes. Using Poisson methods, we prove that a symplectic singularity admits a finite stratification with smooth symplectic strata. We also prove that…
We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…
We investigate the correlation functions of the one-dimensional Asymmetric Simple Exclusion Process (ASEP) with open boundaries. The conditions for the boundaries are made most general. The correlation function is expressed in a multifold…
An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…
In this paper, we explore the connection between convergence in distribution and Mallows distance in the context of positively associated random variables. Our results extend some known invariance principles for sequences with FKG property.…
A generic uniformly distributed random sequence on the unit interval has Poissonian pair correlations. At the same time, there are only very few explicitly known examples of sequences with this property. Moreover, many types of…