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Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…

Probability · Mathematics 2010-04-27 Russell Lyons

We establish sharp global rigidity upper bounds for universal determinantal point processes describing edge eigenvalues of random matrices. For this, we first obtain a general result which can be applied to general (not necessarily…

Mathematical Physics · Physics 2021-06-02 Christophe Charlier , Tom Claeys

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade

We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic \chi^2-goodness-of-fit test.…

Statistics Theory · Mathematics 2012-05-24 Lothar Heinrich , Sebastian Lück , Volker Schmidt

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…

Statistics Theory · Mathematics 2007-08-07 Tucker McElroy , Dimitris N. Politis

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…

Optimization and Control · Mathematics 2013-04-02 Quang-Cuong Pham , Jean-Jacques Slotine

We investigate different geometrical properties of the inhomogeneous Poisson point process $\Lambda_{\mu}$ associated to a positive, locally finite, $\sigma$-finite measure $\mu$ on the unit disk. In particular, we characterize the…

Complex Variables · Mathematics 2024-11-20 Andreas Hartmann , Xavier Massaneda

Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…

Probability · Mathematics 2013-01-17 Dmytro Karabash

The combination of nondeterminism and probability in concurrent systems lead to the development of several interpretations of process behavior. If we restrict our attention to linear properties only, we can identify three main approaches to…

Logic in Computer Science · Computer Science 2018-08-28 Valentina Castiglioni

In this paper planar STIT tesselations with weighted axis-parallel cutting directions are considered. They are known also as weighted planar Mondrian tesselations in the machine learning literature, where they are used in random forest…

Probability · Mathematics 2022-04-29 Carina Betken , Tom Kaufmann , Kathrin Meier , Christoph Thäle

Motivated by Popa's seminal work \cite{Po04}, in this paper, we provide a fairly large class of examples of group actions $\Gamma \curvearrowright X$ satisfying the extended Neshveyev-St{\o}rmer rigidity phenomenon \cite{NS03}: whenever…

Operator Algebras · Mathematics 2019-05-03 Ionut Chifan , Sayan Das

We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…

Mathematical Physics · Physics 2015-07-22 Michael Baake , Holger Kösters , Robert V. Moody

The Papangelou intensities of determinantal (or fermion) point processes are investigated. These exhibit a monotonicity property expressing the repulsive nature of the interaction, and satisfy a bound implying stochastic domination by a…

Probability · Mathematics 2010-03-16 Hans-Otto Georgii , Hyun Jae Yoo

The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

Optimization and Control · Mathematics 2026-05-08 Nicholas Pischke , Thomas Powell

Palm distributions are critical in the study of point processes. In the present paper we focus on a point process $\Phi$ defined as the superposition, i.e., sum, of two independent point processes, say $\Phi = \Phi_1 + \Phi_2$, and we…

Probability · Mathematics 2025-09-01 Mario Beraha , Federico Camerlenghi

We show that the perturbation of a Palm measure by an independent process with stationary increments remains a Palm measure.

Probability · Mathematics 2025-08-29 Loïc Thomassey

The probability distribution $\mu_{cl}$ of a general cluster point process in a Riemannian manifold $X$ (with independent random clusters attached to points of a configuration with distribution $\mu$) is studied via the projection of an…

Functional Analysis · Mathematics 2011-09-29 Leonid Bogachev , Alexei Daletskii

Let Pi and Gamma be homogeneous Poisson point processes on a fixed set of finite volume. We prove a necessary and sufficient condition on the two intensities for the existence of a coupling of Pi and Gamma such that Gamma is a deterministic…

Probability · Mathematics 2009-12-02 Omer Angel , Alexander E. Holroyd , Terry Soo

The study of almost surely discrete random probability measures is an active line of research in Bayesian nonparametrics. The idea of assuming interaction across the atoms of the random probability measure has recently spurred significant…

Statistics Theory · Mathematics 2025-04-25 Mario Beraha , Raffaele Argiento , Federico Camerlenghi , Alessandra Guglielmi