Related papers: The Correlation Function of Multiple Dependent Poi…
Most common parametric families of copulas are totally ordered, and in many cases they are also positively or negatively regression dependent and therefore they lead to monotone regression functions, which makes them not suitable for…
We provide a Poisson approximation result for dependent thinnings of Gibbs point processes as well as qualitative and quantitative central limit theorems for geometric functionals of Gibbs point processes in increasing observation windows.…
Pearson's correlation is an important summary measure of the amount of dependence between two variables. It is natural to want to generalise the concept of correlation as a single number that measures the inter-relatedness of three or more…
We study the influence of the linear and nonlinear coupling processes on the correlation properties of a system composed of two bosonic modes. The coupling processes are treated as Gaussian while the modes are assumed to experience damping…
This paper discusses financial fraud detection in imbalanced dataset using homogeneous and non-homogeneous Poisson processes. The probability of predicting fraud on the financial transaction is derived. Applying our methodology to the…
The random connection model is a random graph whose vertices are given by the points of a Poisson process and whose edges are obtained by randomly connecting pairs of Poisson points in a position dependent but independent way. We study…
To construct models of large, multivariate complex systems, such as those in biology, one needs to constrain which variables are allowed to interact. This can be viewed as detecting "local" structures among the variables. In the context of…
Fractional renewal processes as a generalization of Poisson process are already in the literature. In this paper, by introducing a new concept of generalized density function, the authors construct new fractional renewal processes in the…
Discussions about Bose-Einstein correlations between decay products of coproduced W-bosons again raise the question about the behaviour of correlations if several strings are produced. This is studied by the multiplicity dependence of…
The exponential correlation function is theoretically incorrect in the entire frequency range of interest for processes described in terms of linear response theory. The Lorentzian lineshape results from an inconsistent assumption of…
To what extent can agents with misspecified subjective models predict false correlations? We study an "analyst" who utilizes models that take the form of a recursive system of linear regression equations. The analyst fits each equation to…
This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is…
Via a coupling argument, it is proved that the solution to a renewal equation has a power law decay rate in the case of a spread out interarrival distribution. By the regenerative property, the convergence in distribution for the recurrence…
Pair-copula constructions are flexible dependence models that use bivariate copulas as building blocks. In this paper, we use generalized additive models to extend them by allowing covariates effects. Borrowing ideas from a traditionally…
Strong negative dependence properties have recently been proved for the symmetric exclusion process. In this paper, we apply these results to prove convergence to the Poisson and normal distributions for various functionals of the process.
Classic results by L.-S. Young show that the decay of correlations for systems that admit inducing schemes can be obtained through the recurrence rates of the inducing scheme. Reciprocal results were obtained for non-invertible systems…
We compute the correlation functions mixing the powers of two non-commuting random matrices within the same trace. The angular part of the integration was partially known in the literature: we pursue the calculation and carry out the…
We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. In particular, independent L\'evy processes with dependent…
The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…