Related papers: Rescaled weighted random balls models and stable s…
In this article, we consider a configuration of weighted random balls in $\mathbb{R}^d$ generated according to a Poisson point process. The model investigated exhibits inhomogeneity, as well as dependence between the centers and the radii…
We consider a collection of weighted Euclidian random balls in R^d distributed according a determinantal point process. We perform a zoom-out procedure by shrinking the radii while increasing the number of balls. We observe that the…
We consider random rectangles in $\mathbb{R}^2$ that are distributed according to a Poisson random measure, i.e., independently and uniformly scattered in the plane. The distributions of the length and the width of the rectangles are…
We consider a generalization of the weighted random ball model. The model is driven by a random Poisson measure with a product heavy tailed intensity measure. Such a model typically represents the transmission of a network of stations with…
The extremal tail probabilities of moving sums in a marked Poisson random field is examined here. These sums are computed by adding up the weighted occurrences of events lying within a scanning set of fixed shape and size. Change of measure…
We study a random field obtained by counting the number of balls containing each point, when overlapping balls are thrown at random according to a Poisson random measure. We are particularly interested in the local asymptotical…
Likelihood inference for max-stable random fields is in general impossible because their finite-dimensional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that…
A weighted recursive tree is an evolving tree in which vertices are assigned random vertex-weights and new vertices connect to a predecessor with a probability proportional to its weight. Here, we study the maximum degree and near-maximum…
We consider the randomly biased random walk on trees in the slow movement regime as in [HS16], whose potential is given by a branching random walk in the boundary case. We study the heavy range up to the $n$-th return to the root, i.e., the…
Likelihood inference for max-stable random fields is in general impossible because their finite-dimen\-sional probability density functions are unknown or cannot be computed efficiently. The weighted composite likelihood approach that…
In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…
Random tessellations of the space represent a class of prototype models of heterogeneous media, which are central in several applications in physics, engineering and life sciences. In this work, we investigate the statistical properties of…
The sums and maxima of weighted non-stationary random length sequences of regularly varying random variables may have the same tail and extremal indices, Markovich and Rodionov (2020). The main constraints are that there exists a unique…
In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given…
Consider sequential packing of unit balls in a large cube, as in the Renyi car-parking model, but in any dimension and with Poisson input. We show after suitable rescaling that the spatial distribution of packed balls tends to that of a…
We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to include interdependence among the primary random variables, as…
In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…
We consider a collection of Euclidean random balls in ${\Bbb R}^d$ generated by a determinantal point process inducing interaction into the balls. We study this model at a macros\-copic level obtained by a zooming-out and three different…
We prove empirical central limit theorems for the distribution of levels of various random fields defined on high-dimensional discrete structures as the dimension of the structure goes to $\infty$. The random fields considered include costs…
We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…