Related papers: Portmanteau inequalities on the Poisson space: mix…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
We consider invariant measures of maps on manifolds whose correlations decay at a sufficient rate and which satisfy a geometric contraction property. We then prove the that the limiting distribution of returns to geometric balls is…
In this chapter we review some examples, methods, and recent results involving comparison of clustering properties of point processes. Our approach is founded on some basic observations allowing us to consider void probabilities and moment…
We consider the statistical properties of the gravitational field F in an infinite one-dimensional homogeneous Poisson distribution of particles, using an exponential cut-off of the pair interaction to control and study the divergences…
This article compares the distributions of integer-valued random variables and Poisson random variables. It considers the total variation and the Wasserstein distance and provides, in particular, explicit bounds on the pointwise difference…
On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…
We introduce a general framework that constructs estimators with reduced variance for random walk Metropolis and Metropolis-adjusted Langevin algorithms. The resulting estimators require negligible computational cost and are derived in a…
We study two techniques for correcting the geometrical error associated with domain approximation by a polygon. The first was introduced some time ago \cite{bramble1972projection} and leads to a nonsymmetric formulation for Poisson's…
We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…
We develop a unified framework for distributed inference, semantic communication, and exploration in spatial networks by integrating stochastic geometry with information geometry - a direction that has not been explored in prior literature.…
We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…
We show that the random point measures induced by vertices in the convex hull of a Poisson sample on the unit ball, when properly scaled and centered, converge to those of a mean zero Gaussian field. We establish limiting variance and…
In [18] Fournier and Printems establish a methodology which allows to prove the absolute continuity of the law of the solution of some stochastic equations with H\"{o}lder continuous coefficients. This is of course out of reach by using…
Poisson point processes provide a versatile framework for modeling the distributions of random points in space. When the space is partitioned into cells, each associated with a single generating point from the Poisson process, there appears…
We give a simple inequality that compares the laws of two random variables taking values in a convex subset of a normed vector space. By combining this with Arratia's coupling, recently refined by Koukoulopoulos and the author, we obtain a…
Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…
Multiresolution analyses based upon interpolets, interpolating scaling functions introduced by Deslauriers and Dubuc, are particularly well-suited to physical applications because they allow exact recovery of the multiresolution…
We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared random variables, within the framework of random objects living…
We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast motion. By studying the smoothness of the solution of the…