Related papers: Poisson splitting by factors
We consider the issue of reporting the result of search experiment in the most unbiased and efficient way, i.e. in a way which allows an easy interpretation and combination of results and which do not depend on whether the experimenters…
Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
A point process on a space is a random bag of elements of that space. In this paper we explore programming with point processes in a monadic style. To this end we identify point processes on a space X with probability measures of bags of…
Suppose that there are n bins, and balls arrive in a Poisson process at rate \lambda n, where \lambda >0 is a constant. Upon arrival, each ball chooses a fixed number d of random bins, and is placed into one with least load. Balls have…
Fix a subset $S \subset \mathbb{R}^n$ of volume at most $c n$ that satisfies $S \cap (-S) = \emptyset$. We consider two point processes in $S$: the first is the Poisson point process of intensity one, and the second is the restriction of a…
In the focus of our attention is the asymptotic properties of the sequence of convex hulls which arise as a result of a peeling procedure applied to the convex hull generated by a Poisson point process. Processes of the considered type are…
Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…
Several two-boundary problems are solved for a special L\'{e}vy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Poisson process, the positive jump size distribution is…
According to the Weinstein splitting theorem, any Poisson manifold is locally, near any given point, a product of a symplectic manifold with another Poisson manifold whose Poisson structure vanishes at the point. Similar splitting results…
We show that the stick-breaking construction of the beta process due to Paisley, et al. (2010) can be obtained from the characterization of the beta process as a Poisson process. Specifically, we show that the mean measure of the underlying…
We derive the posterior contraction rate for non-parametric Bayesian estimation of the intensity function of a Poisson point process.
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and…
We propose a novel continuous testing framework to test the intensities of Poisson Processes. This framework allows a rigorous definition of the complete testing procedure, from an infinite number of hypothesis to joint error rates. Our…
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 consider a system of independent branching random walks on $\R$ which start off a Poisson point process with intensity of the form $e_{\lambda}(du)=e^{-\lambda u}du$, where $\lambda\in\R$ is chosen in such a way that the overall…
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…
Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…
We introduce a new way to sample inhomogeneous random graphs designed to have a lot of flexibility in the assignment of the degree sequence and the individual edge probabilities while remaining tractable. To achieve this we run a Poisson…