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We give general sufficient conditions to prove the convergence of marked point processes that keep record of the occurrence of rare events and of their impact for non-autonomous dynamical systems. We apply the results to sequential…

Dynamical Systems · Mathematics 2019-04-12 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mário Magalhães , Sandro Vaienti

We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the way to "large-trimming" properties of extremal processes and a…

Probability · Mathematics 2017-08-01 Yuguang Ipsen , Ross Maller , Sidney Resnick

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

Computational Physics · Physics 2019-12-25 Marius Bause , Timon Wittenstein , Kurt Kremer , Tristan Bereau

This paper extends the analysis of Muni Toke and Yoshida (2020) to the case of marked point processes. We consider multiple marked point processes with intensities defined by three multiplicative components, namely a common baseline…

Trading and Market Microstructure · Quantitative Finance 2022-01-04 Ioane Muni Toke , Nakahiro Yoshida

In this paper, we extend the results of an earlier paper in which we had demonstrated the limitations of the notion of non-resonant multiphoton ionization, in the exploration of photon statistics effects in non-linear processes. Through the…

Atomic Physics · Physics 2019-06-21 G. Mouloudakis , P. Lambropoulos

This paper designs a statistical quantification towards the intermittent power uncertainty in power systems. A negative-exponential forecast uncertainty function is constructed to represent the relationship between the statistics of…

Systems and Control · Computer Science 2017-07-13 Zongjie Wang , Zhizhong Guo

In this paper, we model the locations of five major banks in mainland France, two lucrative and three cooperative institutions based on socio-economic considerations. Locations of banks are collected using web scrapping and constitute a…

The problem of recovering a moment-determinate multivariate function $f$ via its moment sequence is studied. Under mild conditions on $f$, the point-wise and $L_1$-rates of convergence for the proposed constructions are established. The…

Statistics Theory · Mathematics 2023-12-08 Robert Mnatsakanov , Rafik Aramyan , Farhad Jafari

Marked correlation functions, in which galaxy properties such as luminosity or stellar mass are treated as marks, are widely used to test models of galaxy formation. In astronomy, however, these statistics are typically implemented as…

Astrophysics of Galaxies · Physics 2026-04-02 Tsutomu T. Takeuchi

The spectrum and coherency are useful quantities for characterizing the temporal correlations and functional relations within and between point processes. This paper begins with a review of these quantities, their interpretation and how…

Biological Physics · Physics 2007-05-23 M. R. Jarvis , P. P. Mitra

Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…

Statistical Mechanics · Physics 2007-05-23 Hugo Touchette , Christian Beck

We discuss the physical meaning and significance of statistical forces on quasi-static probes in first order around detailed balance for driven media. Exploiting the quasi-static energetics and the structure of (McLennan) steady…

Statistical Mechanics · Physics 2015-11-13 Urna Basu , Christian Maes , Karel Netočný

This work studies nonparametric Bayesian estimation of the intensity function of an inhomogeneous Poisson point process in the important case where the intensity depends on covariates, based on the observation of a single realisation of the…

Statistics Theory · Mathematics 2025-05-09 Matteo Giordano , Alisa Kirichenko , Judith Rousseau

Consider a subject or unit in a longitudinal biomedical, public health, engineering, economic, or social science study which is being monitored over a possibly random duration. Over time this unit experiences competing recurrent events and…

Methodology · Statistics 2024-12-30 Lili Tong , Piaomu Liu , Edsel Pena

A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be…

Probability · Mathematics 2007-05-23 Tailen Hsing , Wei Biao Wu

We derive new discrete event simulation algorithms for marked time point processes. The main idea is to couple a special structure, namely the associated local independence graph, as defined by Didelez arXiv:0710.5874, with the activity…

Computation · Statistics 2021-03-05 Cyrille Mascart , Alexandre Muzy , Patricia Reynaud-bouret

Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…

Methodology · Statistics 2020-12-10 Xiwei Tang , Lexin Li

Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…

Methodology · Statistics 2018-07-03 M. I. Borrajo , W. González-Manteiga , M. D. Martínez-Miranda

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

Statistical Mechanics · Physics 2019-08-02 Galen T. Craven , Abraham Nitzan

Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…

Methodology · Statistics 2024-06-28 Si Cheng , Jon Wakefield , Ali Shojaie