Related papers: Poisson Processes in Free Probability

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

In this paper, we derive the joint distribution of progression-free and overall survival as a function of transition probabilities in a multistate model. No assumptions on copulae or latent event times are needed and the model is allowed to…

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

In this paper, we precisely quantify the wavelet compressibility of compound Poisson processes. To that end, we expand the given random process over the Haar wavelet basis and we analyse its asymptotic approximation properties. By only…

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…

Counting experiments often rely on Monte Carlo simulations for predictions of Poisson expectations. The accompanying uncertainty from the finite Monte Carlo sample size can be incorporated into parameter estimation by modifying the Poisson…

We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

In this paper, we consider an extension of the Poisson random measure for the formulation of continuous-time reinforcement learning, such that both the frequency and the width of the jumps depend on the path. Starting from a general point…

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…

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…

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential…

The paper considers a Cox process where the stochastic intensity function for the Poisson data model is itself a non-homogeneous Poisson process. We show that it is possible to obtain the marginal data process, namely a non-homogeneous…

We establish the general equivalence between rare event process for arbitrary continuous functions whose maximal values are achieved on non-trivial sets, and the entry times distribution for arbitrary measure zero sets. We then use it to…

In this article, we study a model of random permutations, which we call random standardized permutations, based on a sequence of i.i.d. random variables. This model generalizes others, such as the riffle-shuffle and the major-index-biased…

We pursue the current developments in random tensor theory by laying the foundations of a free probability theory for tensors and establish its relevance in the study of random tensors of high dimension. We give a definition of freeness…

We show that the sum of two free random variables can have a free Poisson law without any of them having a free Poisson law.

Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…

We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…