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We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…
In this paper, we extend the related notions of Dirichlet quasiminimizer, $\omega-$minimizer and almost minimizer to the framework of multiple-valued functions in the sense of Almgren and prove Holder regularity results. We also give…
We provide a general construction scheme for $\mathcal L^p$-strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated…
We present a Dirichlet process mixture model over discrete incomplete rankings and study two Gibbs sampling inference techniques for estimating posterior clusterings. The first approach uses a slice sampling subcomponent for estimating…
A characterization of mixed Poisson processes in terms of disintegrations is proven. As a consequence some further characterizations of such processes via claim interarrival processes, martingales and claim measures are obtained. Some…
In this paper we fill a gap in the literature by providing exact and explicit expressions for the correlation of general Hawkes processes together with its intensity process. Our methodology relies on the Poisson imbedding representation…
What constitutes jointly Poisson processes remains an unresolved issue. This report reviews the current state of the theory and indicates how the accepted but unproven model equals that resulting from the small time-interval limit of…
We show how from an unique standard Poisson process we can build a family of processes that converges in law to a $d$-dimensional standard Brownian motion for any $d \ge 1$.
The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…
This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number tends to infinity. The conditioning event is of moderate or…
If you take a superposition of n IID copies of a point process and thin that by a factor of 1/n, then the resulting process tends to a Poisson point process as n tends to infinity. We give a simple proof of this result that highlights its…
We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.
We discuss a thinning and an embedding procedure to construct finite Gibbs processes with a given Papangelou intensity. Extending the approach in Hofer-Temmel (2019) and Hofer-Temmel and Houdebert (2019) we will use this to couple two…
In this paper we prove an algebraic criterion which characterizes singular quasi-bi-hamiltonian structures constructed on the lines of a general, simple, new formal procedure proposed by the authors. This procedure shows that for the…
We consider a countably generated and uniformly closed algebra of bounded functions. We assume that there is a lower semicontinuous, with respect to the supremum norm, quadratic form and that normal contractions operate in a certain sense.…
A new approach to Poisson approximation is proposed. The basic idea is very simple and based on properties of the Charlier polynomials and the Parseval identity. Such an approach quickly leads to new effective bounds for several Poisson…
We study the hitting probabilities of the solution to a system of $d$ stochastic heat equations with additive noise subject to Dirichlet boundary conditions. We show that for any bounded Borel set with positive $d-6$-dimensional capacity,…
We give a new characterization of generalized K\"ahler structures in terms of their corresponding complex Dirac structures. We then give an alternative proof of Hitchin's partial unobstructedness for holomorphic Poisson structures. Our main…
Marked point process data arise when events occur in a space with event-level marks. We study clustering of replicated marked Poisson point processes and introduce Dirichlet process mixtures of marked Poisson point processes, a Bayesian…
We extend the correspondence between Poisson maps and actions of symplectic groupoids, which generalizes the one between momentum maps and hamiltonian actions, to the realm of Dirac geometry. As an example, we show how hamiltonian…