Related papers: The Correlation Function of Multiple Dependent Poi…
We analyze a method to produce pairs of non independent Poisson processes $M(t),N(t)$ from positively correlated, self-decomposable, exponential renewals. In particular the present paper provides the family of copulas pairing the renewals,…
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 develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…
The simulation of correlated multivariate Poisson processes with negative correlation between their components has many important applications in Finance, Insurance, Geophysics, and many other areas of applied probability. Introduced in our…
Commonalities and differences in correlation analysis in terms of phase space, conditioning and uncorrelatedness are discussed. The Poisson process is not generally appropriate as reference distribution for normalisation and cumulants, so…
The ability to estimate the rate of convergence for the distributions of regenerative processes is in great demand. These processes are often encountered in queuing theory and in related problems. In some papers on regenerative processes,…
Generating multivariate Poisson data is essential in many applications. Current simulation methods suffer from limitations ranging from computational complexity to restrictions on the structure of the correlation matrix. We propose a…
Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations are given. As a consequence, an existence result for mixed renewal processes, providing also a new construction for…
This paper analyses a system subject to multiple dependent degradation processes. Degradation processes start at random times following a non homogeneous Poisson process and next dependently propagate. The growth of these degradation…
We propose a new efficient iterative method for generating random correlated binary sequences with prescribed correlation function. The method is based on consecutive linear modulations of initially uncorrelated sequence into a correlated…
A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival processes, martingales and claim measures are obtained. Some…
Starting with two copies of the random energy model coupled with independent magnetic fields, the generating function for the connected correlator of the magnetization is exactly derived. Without use of the replica trick, it is shown that…
We propose a recursive algorithm for the calculation of multi-baryon correlation functions that combines the advantages of a recursive approach with those of the recently proposed unified contraction algorithm. The independent components of…
We study the correlations (and alignment as a particular case) existent between the fragments originated in a decaying process when the daughter particles interact. The interaction between the particles is modeled using the potential of…
We show point processes generated in different ways and having different structure, presenting very similar power-law two--point correlation functions at small scales and quite different shapes at large scales.
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…
This note examines linear combinations of multi-indexed sequences and derives the multivariate generating function of such a linear combination in terms of the original sequence's m.g.f. Applications include finding distributions and…
We introduce a new method to generate duality relations for correlation functions of the Potts model on planar graphs. The method extends previously known results, by allowing the consideration of the correlation function for arbitrarily…
Multivariate Poisson processes have many important applications in Insurance, Finance, and many other areas of Applied Probability. In this paper we study the backward simulation approach to modelling multivariate Poisson processes and…
After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because…