Related papers: Poisson Thickening
We study a compactification of the space of invariant probability measures for a transitive countable Markov shift. We prove that it is affine homeomorphic to the Poulsen simplex. Furthermore, we establish that, depending on a combinatorial…
A scaling on some space is a measurable action of the group of positive real numbers. A measure on a measurable space equipped with a scaling is said to be $\alpha$-homogeneous for some nonzero real number $\alpha$ if the mass of any…
Conformally equivariant quantization is a peculiar map between symbols of real weight $\delta$ and differential operators acting on tensor densities, whose real weights are designed by $\lambda$ and $\lambda+\delta$. The existence and…
A deterministic sequence of real numbers in the unit interval is called \emph{equidistributed} if its empirical distribution converges to the uniform distribution. Furthermore, the limit distribution of the pair correlation statistics of a…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…
We study a local thinning $T_r$ that retains a point with probability $p(n_r)$, where $n_r$ counts neighbors within radius $r$. For Poisson input with spatially varying intensity, we obtain an exact intensity via a Poisson--mixture formula…
We argue that a strict relation exists between two in principle unrelated quantities: The size of the growing domains in a coarsening system, and the kinetic roughening of an interface. This relation is confirmed by extensive simulations of…
We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…
We formulate and discuss a necessary and sufficient condition for polynomials to be dense in a space of continuous functions on the real line, with respect to Bernstein's weighted uniform norm. Equivalently, for a positive finite measure…
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is…
A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…
Could the location of the maximum point for a positive solution of a semilinear Poisson equation on a convex domain be independent of the form of the nonlinearity? Cima and Derrick found certain evidence for this surprising conjecture. We…
A lamination $\lambda$ is $\epsilon$-thick (with respect to a basepoint $X$), if the Teichm\"uller ray from $X$ in the direction of $\lambda$ stays in the $\epsilon$-thick part. We show that, for surfaces of high enough genus, any two…
Consider two independent Poisson point processes of unit intensity in the Euclidean space of dimension $d$ at least 3. We construct a perfect matching between the two point sets that is a factor (i.e., an equivariant measurable function of…
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 investigate continuum percolation for Cox point processes, that is, Poisson point processes driven by random intensity measures. First, we derive sufficient conditions for the existence of non-trivial sub- and super-critical percolation…
Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…
The compound decision problem for a vector of independent Poisson random variables with possibly different means has half a century old solution. However, it appears that the classical solution needs smoothing adjustment even when there are…
Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…