Related papers: Poisson Processes in Free Probability
We overview results on the topic of Poisson approximation that are missed in existing surveys. The topic of Poisson approximation to the distribution of a sum of integer-valued random variables is presented as well. We do not restrict…
This paper proposes a computationally efficient Bayesian factor model for multiple grouped count data. Adopting the link function approach, the proposed model can capture the association within and between the at-risk probabilities and…
The classical Poisson theorem says that if $\xi_1,\xi_2,...$ are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability $p_n\equiv \la/n$ then the sum $S_n=\sum_{i=1}^n\xi_i$ is asymptotically in $n$ Poisson distributed with…
The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…
This paper will be devoted to study weighted (deformed) free Poisson random variables from the viewpoint of orthogonal polynomials and statistics of non-crossing partitions. A family of weighted (deformed) free Poisson random variables will…
In this note we discuss additional properties of mixed Poisson distributions. We discuss the convergence of mixed Poisson distributions to its mixing distribution for the scaling parameter tending to infinity. Moreover, we obtain a central…
We consider $N$ events that are defined on a common probability space. Those events shell have a common probability function that is symmetric with respect to interchanging the events. We ask for the probability distribution of the number…
This paper introduces a novel family of geostatistical models designed to capture complex features beyond the reach of traditional Gaussian processes. The proposed family, termed the Poisson-Gaussian Mixture Process (POGAMP), is…
Motivated, in part, by the desire to develop an information-theoretic foundation for compound Poisson approximation limit theorems (analogous to the corresponding developments for the central limit theorem and for simple Poisson…
This work presents a non-parametric estimator for the cumulative distribution function (CDF) of the job-size distribution for a queue with compound Poisson input. The workload process is observed according to an independent Poisson sampling…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…
For branching processes, the generating functions for limit distributions of so-called ratios of probabilities of rare events satisfy the Schr\"oder-type integral-functional equations. Excepting limited special cases, the corresponding…
This survey is a preliminary version of a chapter of the forthcoming book "Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-It\^o Chaos Expansions and Stochastic Geometry" edited by Giovanni Peccati and Matthias…
We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…
We consider random walks on finitely or countably generated free semigroups, and identify their Poisson boundaries for classes of measures which fail to meet the classical entropy criteria. In particular, we introduce the notion of…
Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…
In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be…