Related papers: Deconvolution of point processes
We develop a theory of insertion and deletion tolerance for point processes. A process is insertion-tolerant if adding a suitably chosen random point results in a point process that is absolutely continuous in law with respect to the…
This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
Let $n=\prod_p p^{\nu_p(n)}$ denote the canonical factorization of $n\in \N$. The binomial convolution of arithmetical functions $f$ and $g$ is defined as $(f\circ g)(n)=\sum_{d\mid n} (\prod_p \binom{\nu_p(n)}{\nu_p(d)}) f(d)g(n/d),$ where…
We consider an exclusion process on a ring in which a particle hops to an empty neighbouring site with a rate that depends on the number of vacancies $n$ in front of it. In the steady state, using the well known mapping of this model to the…
In this paper we obtain a decoupling feature of the random interlacements process $\mathcal{I}^u \subset \mathbb{Z}^d$, at level $u$, $d\geq 3$. More precisely, we show that the trace of the random interlacements process on two disjoint…
We introduce a class of bipartite entangled continuous variable states that are positive under partial transposition operation, i.e., PPT bound entangled. These states are based on realistic preparation procedures in optical systems, being…
This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…
In this paper, we study convergence and superconvergence theory of integer and fractional derivatives of the one-point and the two-point Hermite interpolations. When considering the integer-order derivative, exponential decay of the error…
The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated. For both cases exact…
In this paper we generalize previous work on decomposition in three-dimensional orbifolds by 2-groups realized as analogues of central extensions, to orbifolds by more general 2-groups. We describe the computation of such orbifolds in…
We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can…
Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution…
We review the cumulant decomposition (a way of decomposing the expectation of a product of random variables (e.g. $\mathbb{E}[XYZ]$) into a sum of terms corresponding to partitions of these variables.) and the Wick decomposition (a way of…
We present a genealogy for superprocesses with a non-homogeneous quadratic branching mechanism, relying on a weighted version of the superprocess and a Girsanov theorem. We then decompose this genealogy with respect to the last individual…
We analyze a method to produce pairs of non independent Poisson processes $M(t),N(t)$ from positively correlated, self-decomposable, exponential renewals. In particular the present paper provides the family of copulas pairing the renewals,…
An analytical approach to convolution of functions, which appear in perturbative calculations, is discussed. An extended list of integrals is presented.
Density deconvolution is the task of estimating a probability density function given only noise-corrupted samples. We can fit a Gaussian mixture model to the underlying density by maximum likelihood if the noise is normally distributed, but…
By means of the generating function method, a linear recurrence relation is explicitly resolved. The solution is expressed in terms of the Stirling numbers of both the first and the second kind. Two remarkable pairs of combinatorial…
This paper proposes a non-Gaussian Markov field with a special feature: an explicit partition function. To the best of our knowledge, this is an original contribution. Moreover, the explicit expression of the partition function enables the…
We present a new and easy-to-implement sequential sampling method for CGMY processes with either finite or infinite variation, exploiting the time change representation of the CGMY model and a decomposition of its time change. We find that…