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[B{\l}aszczyszyn, Yogeshwaran and Yukich (2019)] established central limit theorems for geometric statistics of point processes having fast decay dependence. As limit theorems are of limited use unless we understand their errors involved in…
We give a summary of the results from Parts I-V (math.RT/9804086, math.RT/9804087, math.RT/9804088, math.RT/9810013, math.RT/9810014). Our work originated from harmonic analysis on the infinite symmetric group. The problem of spectral…
Determinantal points processes are a promising but relatively under-developed tool in machine learning and statistical modelling, being the canonical statistical example of distributions with repulsion. While their mathematical formulation…
The authors present a method of indicator random processes, applicable to constructing models of jump processes associated with diffusion process. Indicator random processes are processes that take only two values: 1 and 0, in accordance…
In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
Mark-point dependence plays a critical role in research problems that can be fitted into the general framework of marked point processes. In this work, we focus on adjusting for mark-point dependence when estimating the mean and covariance…
Given a Fourier transformable measure in two dimensions, we find a formula for the intensity of its Fourier transform along circles. In particular, we obtain a formula for the diffraction measure along a circle in terms of the…
Measuring transport coefficients at the microscale remains challenging, often relying on indirect methods that require modeling and calibration. This Letter derives universal asymptotic forms for the autocorrelation and relative uncertainty…
We show that real model sets with real internal spaces are determined, up to translation and changes of density zero by their two- and three-point correlations. We also show that there exist pairs of real (even one dimensional) aperiodic…
We propose a semiparametric independent-component model for the intensity functions of a point process. When independent replications of the process are available, we show that the estimators are consistent and asymptotically normal. We…
This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…
In this note, with the help of the boundary classification of diffusions, we derive a criterion of the convergence of perpetual integral functionals of transient real-valued diffusions. In the particular case of transient Bessel processes,…
We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…
We obtain explicit expressions for the long range correlations in the ABC model and in diffusive models conditioned to produce an atypical current of particles.In both cases, the two-point correlation functions allow to detect the…
We forge connections between the theory of fractal sets obtained as attractors of iterated function systems and process calculi. To this end, we reinterpret Milner's expressions for processes as contraction operators on a complete metric…
Limit periodic point sets are aperiodic structures with pure point diffraction supported on a countably, but not finitely generated Fourier module that is based on a lattice and certain integer multiples of it. Examples are cut and project…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…
Score-based methods have recently seen increasing popularity in modeling and generation. Methods have been constructed to perform hypothesis testing and change-point detection with score functions, but these methods are in general not as…
We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…