Related papers: Deterministic Thinning of Finite Poisson Processes
We propose a necessary and sufficient condition for a real-valued function on the real line to be a characteristic function of a probability measures. The statement is given in terms of harmonic functions and completely monotonic functions.
In this paper we continue our analysis of the interplay between the pairing and the non-Fermi liquid behavior in a metal for a set of quantum-critical (QC) systems with an effective dynamical electron-electron interaction $V(\Omega_m)…
In this work, we address the occurrence of infinite pinning in a random medium. We suppose that an initially flat interface starts to move through the medium due to some constant driving force. The medium is assumed to contain random…
We consider Gomory and Johnson's infinite group model with a single row. Valid inequalities for this model are expressed by valid functions and it has been recently shown that any valid function is dominated by some nonnegative valid…
Let $G$ be a locally compact, second countable, unimodular group that is nondiscrete and noncompact. We explore the theory of invariant point processes on $G$. We show that every free probability measure preserving (pmp) action of $G$ can…
We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…
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…
We consider sequences of finitely generated discrete subgroups Gamma_i=rho_i(Gamma) of a rank 1 Lie group G, where the representations rho_i are not necessarily faithful. We show that, for algebraically convergent sequences (Gamma_i),…
We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…
We give necessary and sufficient conditions for a pair of (generalized) functions $\rho_1(\mathbf{r}_1)$ and $\rho_2(\mathbf{r}_1,\mathbf{r}_2)$, $\mathbf{r}_i\in X$, to be the density and pair correlations of some point process in a…
In this paper, we consider the class of generalized {\Phi}-strongly monotone mappings and the methods of approximating a solution of equations of Hammerstein type. Auxiliary mapping is defined for nonlinear integral equations of Hammerstein…
The intensity of a Gibbs point process is usually an intractable function of the model parameters. For repulsive pairwise interaction point processes, this intensity can be expressed as the Laplace transform of some particular function.…
Let $\pi(x;\gamma_1,\gamma_2)$ denote the number of primes $p$ with $p\leqslant x$ and $p=\lfloor n^{1/\gamma_1}_1\rfloor=\lfloor n^{1/\gamma_2}_2\rfloor$, where $\lfloor t\rfloor$ denotes the integer part of $t\in\mathbb{R}$ and…
We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving…
We study the properties of a Fermi liquid coupled to a quantum critical boson via the two-boson interaction known as Ngai's coupling. We find that the original quantum critical point is generally unstable, resulting in a finite-momentum…
We give sufficient conditions for the number rigidity of a translation invariant or periodic point process on $\mathbb{R}^d$, where $d=1,2$. That is, the probability distribution of the number of particles in a bounded domain $\Lambda…
Intensity estimation for Poisson processes is a classical problem and has been extensively studied over the past few decades. Practical observations, however, often contain compositional noise, i.e. a nonlinear shift along the time axis,…
The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $\alpha$ and…
We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on…
This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…