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Related papers: Jointly Poisson processes

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The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

Probability · Mathematics 2024-02-14 Johannes Heiny , Carolin Kleemann

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

Probability · Mathematics 2016-08-16 André Dabrowski , Gail Ivanoof , Rafal Kulik

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Probability · Mathematics 2014-06-24 Viktor Benes , Marketa Zikmundova

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,…

Probability · Mathematics 2017-01-16 Nicola Cufaro Petroni , Piergiacomo Sabino

We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…

Probability · Mathematics 2015-09-25 Xavier Bardina , Giulia Binotto , Carles Rovira

Factorial moments and cumulants are usually defined with respect to the unconditioned Poisson process. Conditioning a sample by selecting events of a given overall multiplicity $N$ necessarily introduces correlations. By means of Edgeworth…

High Energy Physics - Phenomenology · Physics 2009-10-28 P. Lipa , H. C. Eggers , B. Buschbeck

Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models - called conjugate…

Statistics Theory · Mathematics 2017-05-05 Eduardo Horta , Flavio Ziegelmann

Extreme values are considered in samples with random size that has a mixed Poisson distribution being generated by a doubly stochastic Poisson process. We prove some inequalities providing bounds on the rate of convergence in limit theorems…

Probability · Mathematics 2020-04-02 Victor Korolev , Igor Sokolov , Andrey Gorshenin

We give a survey on the concept of Poissonian pair correlation (PPC) of sequences in the unit interval, on existing and recent results and we state a list of open problems. Moreover, we present and discuss a quite recent multi-dimensional…

Number Theory · Mathematics 2019-03-26 Gerhard Larcher , Wolfgang Stockinger

We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…

Probability · Mathematics 2007-05-23 Matthew O. Jones , Richard F. Serfozo

Quantum mechanics predicts the joint probability distributions of the outcomes of simultaneous measurements of commuting observables, but the current formulation lacks the operational definition of simultaneous measurements. In order to…

Quantum Physics · Physics 2009-11-06 Masanao Ozawa

It is an open question whether the fractional parts of nonlinear polynomials at integers have the same fine-scale statistics as a Poisson point process. Most results towards an affirmative answer have so far been restricted to almost sure…

Number Theory · Mathematics 2019-02-20 Jens Marklof , Nadav Yesha

Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…

Methodology · Statistics 2013-10-08 Antonio Canale , David B. Dunson

In the series of models with interacting particles in stochastic geometry, a new contribution presents the facet process which is defined in arbitrary Euclidean dimension. In 2D, 3D specially it is a process of interacting segments, flat…

Probability · Mathematics 2015-04-02 Jakub Vecera , Viktor Benes

A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…

Probability · Mathematics 2016-09-13 Luisa Beghin , Claudio Macci

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…

Methodology · Statistics 2008-07-13 Robert B. Gramacy , Herbert K. H. Lee

In this paper, we study a generalized version of the Poisson-type process by time-changing it with the geometric counting process. Our work generalizes the work done by Meoli (2023) \cite{meoli2023some}. We defined the geometric…

Probability · Mathematics 2025-02-27 Neha Gupta , Aditya Maheshwari , Dheeraj Goyal

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…

Statistics Theory · Mathematics 2010-04-05 Serguei Dachian

Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…

Probability · Mathematics 2011-12-09 Alexander E. Holroyd , Russell Lyons , Terry Soo

We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict…

Probability · Mathematics 2019-04-12 S. Y. Novak