Related papers: Cumulative record times in a Poisson process

Special case of a Gibbsian facet process on a fixed window with a discrete orientation distribution and with increasing intensity of the underlying Poisson process is studied. All asymptotic moments for interaction U-statistics are…

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

For $1\le p \le \infty$, the Fr\'echet $p$-mean of a probability measure on a metric space is an important notion of central tendency that generalizes the usual notions in the real line of mean ($p=2$) and median ($p=1$). In this work we…

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…

We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…

We construct a general stochastic process and prove weak convergence results. It is scaled in space and through the parameters of its distribution. We show that our simplified scaling is equivalent to time scaling used frequently. The…

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…

Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…

We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…

Asymptotic theories on record values and times, including central limit theorems, make sense only if the sequence of records values (and of record times) is infinite. If not, such theories could not even be an option. In this paper, we give…

Daily precipitation time series are composed of null entries corresponding to dry days and nonzero entries that describe the rainfall amounts on wet days. Assuming that wet days follow a Bernoulli process with success probability $p$, we…

We consider a supercritical general branching population where the lifetimes of individuals are i.i.d. with arbitrary distribution and each individual gives birth to new individuals at Poisson times independently from each others. The…

We present a law of large numbers and a central limit theorem for the time to absorption of $\Lambda$-coalescents, started from $n$ blocks, as $n \to \infty$. The proofs rely on an approximation of the logarithm of the block-counting…

Suppose that $\{X_t,\,t\ge0\}$ is a non-stationary Markov process, taking values in a Polish metric space $E$. We prove the law of large numbers and central limit theorem for an additive functional of the form $\int_0^T\psi(X_s)ds$,…

We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…

Let $[a_1(x),a_2(x),\ldots, a_n(x), \ldots]$ be the continued fraction expansion of an irrational number $x\in (0, 1)$. The study of the growth rate of the product of consecutive partial quotients $a_n(x)a_{n+1}(x)$ is associated with the…

This study presents functional limit theorems for the Euler characteristic of Vietoris-Rips complexes. The points are drawn from a non-homogeneous Poisson process on $\mathbb{R}^d$, and the connectivity radius governing the formation of…

Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…

We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…