Related papers: Existence and approximation of Hunt processes asso…

Under appropriate assumptions, we generalize the concept of linear almost Poisson struc- tures, almost Lie algebroids, almost differentials in the framework of Banach anchored bundles and the relation between these objects. We then obtain…

We study fundamental properties of the gamma process and their relation to various topics such as Poisson-Dirichlet measures and stable processes. We prove the quasi-invariance of the gamma process with respect to a large group of linear…

This work improves the existing central limit theorems (CLTs) for geometric functionals of Gibbs processes in three aspects. First, we derive a CLT for weakly stabilizing functionals, thereby improving on the previously used assumption of…

We show existence of an infinitesimally invariant measure $m$ for a large class of divergence and non-divergence form elliptic second order partial differential operators with locally Sobolev regular diffusion coefficient and drift of some…

This paper deals with the intersection point process of a stationary and isotropic Poisson hyperplane process in $\mathbb{R}^d$ of intensity $t>0$, where only hyperplanes that intersect a centred ball of radius $R>0$ are considered. Taking…

Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…

We present new Poisson process approximation results for stabilizing functionals of Poisson and binomial point processes. These functionals are allowed to have an unbounded range of interaction and encompass many examples in stochastic…

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…

In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a…

We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

For elliptic in the half-space and parabolic degenerating on the boundary equation of Keldysh type we construct by similarity method the self-similar solution, which is the approximation to the identity in the class of integrable functions.…

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates…

In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization…

General theorems on the closability and quasi-regularity of non-local Markovian symmetric forms on probability spaces $(S, {\cal B}(S), \mu)$, with $S$ Fr{\'e}chet spaces such that $S \subset {\mathbb R}^{\mathbb N}$, ${\cal B}(S)$ is the…

In this work, we conduct a systematic study of Hamiltonian and quasi-Hamiltonian systems within the framework of nondecomposable generalized Poisson geometry. Our focus lies on the interplay between the algebraic structure of…

We are concerned with the Dirichlet problem for a class of Hessian type equations. Applying some new methods we are able to establish the $C^2$ estimates for an approximating problem under essentially optimal structure conditions. Based on…

We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…

We consider simple random walks on Delaunay triangulations generated by point processes in $\mathbb{R}^d$. Under suitable assumptions on the point processes, we show that the random walk satisfies an almost sure (or quenched) invariance…

Deterministic processes form an important building block of several classes of processes. We provide a method to classify deterministic Hunt processes. Within this framework we characterize different subclasses (e.g. Feller) and construct…