Related papers: Poisson type generators for L^1(R)
Let X be a countably infinite set of real numbers and let Y_x, x \in X, be an independent family of stationary random subsets of the real numbers, e.g. homogeneous Poisson point processes. We give criteria for the a.s. existence of various…
We describe two types of Poisson pencils generated by a linear bracket and a quadratic one arising from a classical R-matrix. A quantization scheme is discussed for each. The quantum algebras are represented as the enveloping algebras of…
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…
The Lie algebra of pseudodifferential symbols on the circle has a nontrivial central extension (by the ``logarithmic'' 2-cocycle) generalizing the Virasoro algebra. The corresponding extended subalgebra of integral operators generates the…
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process. The semi-Markov extension of…
In this paper, we characterize the class of distributions on an homogeneous Lie group $\fN$ that can be extended via Poisson integration to a solvable one-dimensional extension $\fS$ of $\fN$. To do so, we introducte the $\ss'$-convolution…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
The Fourier transform is typically seen as closely related to the additive group of real numbers, its characters and its Haar measure. In this paper, we propose an alternative viewpoint; the Fourier transform can be uniquely characterized…
The set of common numerical and analytical problems is introduced in the form of the generalized multidimensional discrete Poisson equation. It is shown that its solutions with square-summable discrete derivatives are unique up to a…
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 introduce a new family of special functions, namely $q$-Charlier multiple orthogonal polynomials. These polynomials are orthogonal with respect to $q$-analogues of Poisson distributions. We focus our attention on their structural…
We suggest a new hardcore Poisson-type distribution for Young diagrams with the row lengths from some finite list. A discrete variant of the time-ordered Mat\'{e}rn II process in 1D is employed. This approach is related to that based on the…
Given a Lie group G whose Lie algebra is endowed with a nondegenerate invariant symmetric bilinear form, we construct a Poisson algebra of continuous functions on a certain open subspace R of the space of representations in G of the…
The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied and theoretical…
We define discrete generating series for arbitrary functions \( f \colon \mathbb{Z}^n \rightarrow \mathbb{C} \) and derive functional relations that these series satisfy. For linear difference equations with constant coefficients, we…
This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…
In this paper Fourier transform of multivariate orthogonal polynomials on the simplex is presented. A new family of multivariate orthogonal functions is obtained by using the Parseval's identity and several recurrence relations are derived.
We show that Fourier transforms on the Weyl algebras have a geometric counterpart in the framework of toric varieties, namely they induce isomorphisms between twisted rings of differential operators on regular toric varieties, whose fans…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
Matrix-form Poisson probability distributions were recently introduced as one matrix generalization of Panjer distributions. We show in this paper that under the constraint that their representation is to be nonnegative, they have a…