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Poisson thinning is an elementary result in probability, which is of great importance in the theory of Poisson point processes. In this article, we record a couple of characterization results on Poisson thinning. We also consider several…

Probability · Mathematics 2022-09-07 Soumendu Sundar Mukherjee

We show that the stick-breaking construction of the beta process due to Paisley, et al. (2010) can be obtained from the characterization of the beta process as a Poisson process. Specifically, we show that the mean measure of the underlying…

Statistics Theory · Mathematics 2012-04-20 John Paisley , David Blei , Michael I. Jordan

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…

Probability · Mathematics 2015-07-22 Luisa Beghin , Claudio Macci

Point processes are an essential tool when we are interested in where in time or space events occur. The basic starting point for point processes is usually the Poisson process. Over the years, Stein's method has been developed with a great…

Probability · Mathematics 2015-11-11 H. L. Gan

We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…

Probability · Mathematics 2025-06-18 Palaniappan Vellaisamy , Tomoyuki Ichiba

This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…

Statistics Theory · Mathematics 2019-12-10 Huiming Zhang , Xiaoxu Wu

We consider symplectic singularities in the sense of A. Beauville as examples of Poisson schemes. Using Poisson methods, we prove that a symplectic singularity admits a finite stratification with smooth symplectic strata. We also prove that…

Algebraic Geometry · Mathematics 2007-05-23 D. Kaledin

We prove a Poisson process approximation result for stabilizing functionals of a determinantal point process. Our results use concrete couplings of determinantal processes with different Palm measures and exploit their association…

Probability · Mathematics 2024-02-14 Moritz Otto

We have provided a fractional generalization of the Poisson renewal processes by replacing the first time derivative in the relaxation equation of the survival probability by a fractional derivative of order $\alpha ~(0 < \alpha \leq 1)$. A…

Statistics Theory · Mathematics 2013-08-01 Nicy Sebastian , Rudolf Gorenflo

In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is…

Data Analysis, Statistics and Probability · Physics 2017-02-21 Diego Sevilla

We present new properties for the Fractional Poisson process and the Fractional Poisson field on the plane. A martingale characterization for Fractional Poisson processes is given. We extend this result to Fractional Poisson fields,…

Probability · Mathematics 2018-01-30 Giacomo Aletti , Nikolai Leonenko , Ely Merzbach

The Mat\'ern hard-core processes are classical examples for point process models obtained from (marked) Poisson point processes. Points of the original Poisson process are deleted according to a dependent thinning rule, resulting in a…

Probability · Mathematics 2017-09-19 Martin Dirrler , Martin Schlather

Strong negative dependence properties have recently been proved for the symmetric exclusion process. In this paper, we apply these results to prove convergence to the Poisson and normal distributions for various functionals of the process.

Probability · Mathematics 2007-10-22 Thomas M. Liggett

We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps…

Probability · Mathematics 2026-05-22 Renjie Feng , Stephen Muirhead

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…

Probability · Mathematics 2007-05-23 Matthew O. Jones , Richard F. Serfozo

We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…

Probability · Mathematics 2022-12-26 Moritz Otto

We analyze some basic issues associated with Generalized Poisson-Kac (GPK) stochastic processes, starting from the extended notion of the Markovian condition. The extended Markovian nature of GPK processes is established, and the…

Statistical Mechanics · Physics 2017-03-08 Massimiliano Giona , Antonio Brasiello , Silvestro Crescitelli

We derive the posterior contraction rate for non-parametric Bayesian estimation of the intensity function of a Poisson point process.

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Peter Spreij

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…

Probability · Mathematics 2014-09-05 Ilya Molchanov , Kostiantyn Ralchenko