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We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool to study probability spaces. The method gives rise to a new explicit calculus that we show…
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…
We propose a new method to apply the Lipschitz functional calculus of local Dirichlet forms to Poisson random measures.
In previous works we have introduced a new method called the lent particle method which is an efficient tool to establish existence of densities for Poisson functionals. We now go further and iterate this method in order to prove smoothness…
Although introduced in the case of Poisson random measures, the lent particle method applies as well in other situations. We study here the case of marked point processes. In this case the Malliavin calculus (here in the sense of Dirichlet…
Using the Poisson bracket method, we derive continuum equations for a fluid of deformable particles in two dimensions. Particle shape is quantified in terms of two continuum fields: an anisotropy density field that captures the deformations…
We apply the Dirichlet forms version of Malliavin calculus to stochastic differential equations with jumps. As in the continuous case this weakens significantly the assumptions on the coefficients of the SDE. In spite of the use of the…
A new method ( PI-DFT ) which combines path integrals and density functional theory is proposed as a pathway to many fields of physics. Within path integral theory it is possible to construct particle densities without explicitly…
We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…
Let $A$ be a set of natural numbers. Recent work has suggested a strong link between the additive energy of $A$ (the number of solutions to $a_1 + a_2 = a_3 + a_4$ with $a_i \in A$) and the metric Poissonian property, which is a fine-scale…
The basic continuum model for polar fluids is deceptively simple. The free energy integral consists of four terms: The coupling of polarization to an external field, the electrostatic energy of the induced electric field interacting with…
As an alternative to solving of Poisson equation in Particle-in-Cell methods, a new construction of current density exactly satisfying continuity equation in finite differences is developed. This procedure called density decomposition is…
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…
Mobile charge in an electrolytic solution can in principle be represented as the divergence of ionic polarization. After adding explicit solvent polarization a finite volume of electrolyte can then be treated as a composite non-uniform…
We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…
We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
Employing the quasi-Maxwell form of the Einstein field equations in the context of gravitoelectromagnetism, we introduce a general relativistic analog of Poisson's equation as a natural outcome of the corresponding spacetime decomposition…
We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…
We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…