Related papers: Palm measures and rigidity phenomena in point proc…
Recent advances in the study of conformally invariant discrete random processes have lead to increasing interest in the study of discrete analogues to holomorphic functions. Of particular interest are results which provide conditions under…
The empirical measure flow of a McKean-Vlasov $n$-particle system with common noise is a measure-valued process whose law solves an associated martingale problem. We obtain a stability result for the sequence of martingale problems: all…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
Most metrics between finite point measures currently used in the literature have the flaw that they do not treat differing total masses in an adequate manner for applications. This paper introduces a new metric $\bar{d}_1$ that combines…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
This paper deals with feature selection procedures for spatial point processes intensity estimation. We consider regularized versions of estimating equations based on Campbell theorem derived from two classical functions: Poisson likelihood…
A well-behaved adjoint sensitivity technique for chaotic dynamical systems is presented. The method arises from the specialisation of established variational techniques to the unstable periodic orbits of the system. On such trajectories,…
We investigate some analytic properties of traces of Dirichlet forms with respect to measures satisfying Hardy-type inequality. Among other results we prove convergence of spectra, ordered eigenvalues, eigenfunctions as well as convergence…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…
Colloidal model systems allow studying crystallization kinetics under fairly ideal conditions with rather well characterized pair interactions and minimized external influences. In complementary approaches therefore experiment, analytic…
In this work we examine two different measures for inhomogeneity and complexity that are derived from nonextensive considerations a' la Tsallis. Their performance is then tested on theoretically generated patterns. All measures are found to…
We consider OPRL and OPUC with measures regular in the sense of Ullman-Stahl-Totik and prove consequences on the Jacobi parameters or Verblunsky coefficients. For example, regularity on $[-2,2]$ implies $\lim_{N\to\infty} N^{-1}…
The (BC type) z-measures are a family of four parameter $z, z', a, b$ probability measures on the path space of the nonnegative Gelfand-Tsetlin graph with Jacobi-edge multiplicities. We can interpret the $z$-measures as random point…
Given $n$ independent random marked $d$-vectors $X_i$ with a common density, define the measure $\nu_n = \sum_i \xi_i $, where $\xi_i$ is a measure (not necessarily a point measure) determined by the (suitably rescaled) set of points near…
A point process on a space is a random bag of elements of that space. In this paper we explore programming with point processes in a monadic style. To this end we identify point processes on a space X with probability measures of bags of…
This tutorial provides an introduction to Palm distributions for spatial point processes. Initially, in the context of finite point processes , we give an explicit definition of Palm distributions in terms of their density functions. Then…
We establish analogs of Cheeger's inequality for probability measures with heavy tails. As one of the principal applications, suppose $\lambda > 3$ and define the (Pareto) probability measure $\mu_{\lambda}$ on $[1,\infty)$ by…
Our first result states that the orthogonal and symplectic Bessel processes are rigid in the sense of Ghosh and Peres. Our argument in the Bessel case proceeds by an estimate of the variance of additive statistics in the spirit of Ghosh and…