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Related papers: Jointly Poisson processes

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As part of a general theory for the isomorphism problem for actions of amenable groups, Ornstein and Weiss (J. Anal. Math. 48:1-141,1987) proved that any two Poisson point processes are isomorphic as measure-preserving actions. We give an…

Probability · Mathematics 2019-11-01 Terry Soo , Amanda Wilkens

Let X be a Poisson point process of intensity lambda on the real line. A thickening of it is a (deterministic) measurable function f such that the union of X and f(X) is a Poisson point process of intensity lambda' where lambda'>lambda. An…

Probability · Mathematics 2017-03-14 Ori Gurel-Gurevich , Ron Peled

The recent experimental evidence for entangled states of two Josephson junction qubits is briefly discussed. It is argued that the interpretation of the experimental data strongly depends on the assumed theoretical model. Namely, the qubit…

Quantum Physics · Physics 2007-05-23 Robert Alicki

Poisson restart assumes that a stochastic process is interrupted and starts again at random time moments. A number of studies have demonstrated that this strategy may minimize the expected completion time in some classes of random search…

Statistical Mechanics · Physics 2024-05-15 Sergey Belan

Binary data are highly common in many applications, however it is usually modelled with the assumption that the data are independently and identically distributed. This is typically not the case in many real-world examples and such the…

Methodology · Statistics 2024-06-12 Louise Kimpton , Peter Challenor , Henry Wynn

In this paper, we introduce and study a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state…

Probability · Mathematics 2021-07-20 K. K. Kataria , M. Khandakar

We establish Poisson and compound Poisson approximations for stabilizing statistics of $\beta$-mixing point processes and give explicit rates of convergence. Our findings are based on a general estimate of the total variation distance of a…

Probability · Mathematics 2023-10-24 Nicolas Chenavier , Moritz Otto

In this research paper, the relationship between finite / countable state space stochastic processes and point processes is explored. Utilizing the known relationship between Poisson processes and continuous time Markov chains, finite /…

Statistics Theory · Mathematics 2012-04-24 Garimella Rama Murthy

A method is developed to estimate the parameters of a Levy copula of a discretely observed bivariate compound Poisson process without knowledge of common shocks. The method is tested in a small sample simulation study. Also, the method is…

Risk Management · Quantitative Finance 2012-12-04 J. L. van Velsen

In this paper, we adopt a Bayesian point of view for predicting real continuous-time processes. We give two equivalent definitions of a Bayesian predictor and study some properties: admissibility, prediction sufficiency, non-unbiasedness,…

Statistics Theory · Mathematics 2013-12-31 Delphine Blanke , Denis Bosq

Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…

Probability · Mathematics 2013-05-24 Amaury Lambert , Florian Simatos

A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…

Probability · Mathematics 2016-12-20 Harry Crane

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

Probability · Mathematics 2024-07-01 D. O. Kalikaeva

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

Combinatorics · Mathematics 2023-06-22 Harry Crane , Stephen DeSalvo

Quantum mechanics predicts the joint probability distribution of the outcomes of simultaneous measurements of commuting observables, but, in the state of the art, has lacked the operational definition of simultaneous measurements. The…

Quantum Physics · Physics 2009-10-31 Masanao Ozawa

We introduce the problem of Poisson sampling over joins: compute a sample of the result of a join query by conceptually performing a Bernoulli trial for each join tuple, using a non-uniform and tuple-specific probability. We propose an…

Databases · Computer Science 2026-03-17 Liese Bekkers , Frank Neven , Lorrens Pantelis , Stijn Vansummeren

We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…

Mathematical Physics · Physics 2015-05-28 E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

Assuming a $q$-variant of the prime $k$-tuple conjecture uniformly, we compute mixed moments of the number of primes in disjoint short intervals and progressions, respectively. This involves estimating the mean of singular series along…

Number Theory · Mathematics 2024-11-26 Sun-Kai Leung

The often debated issue of `ratios of small numbers of events' is approached from a probabilistic perspective, making a clear distinction between the predictive problem (forecasting numbers of events we might count under well stated…

Methodology · Statistics 2020-12-09 Giulio D'Agostini