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A Poisson or a binomial process on an abstract state space and a symmetric function $f$ acting on $k$-tuples of its points are considered. They induce a point process on the target space of $f$. The main result is a functional limit theorem…

Probability · Mathematics 2016-06-07 Laurent Decreusefond , Matthias Schulte , Christoph Thäle

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…

Dynamical Systems · Mathematics 2024-12-02 Dylan Bansard-Tresse

It is shown that for a non-decreasing self-similar stochastic process $T$ with independent increments, the range of $T$ forms a Poisson point process with $\sigma$-finite intensity if and only if the one-dimensional distribution of $T(1)$…

Probability · Mathematics 2022-04-14 Jim Pitman , Zhiyi You

We consider a Poisson process $\eta$ on an arbitrary measurable space with an arbitrary sigma-finite intensity measure. We establish an explicit Fock space representation of square integrable functions of $\eta$. As a consequence we…

Probability · Mathematics 2009-09-18 Guenter Last , Mathew D. Penrose

In the focus of our attention is the asymptotic properties of the sequence of convex hulls which arise as a result of a peeling procedure applied to the convex hull generated by a Poisson point process. Processes of the considered type are…

Statistics Theory · Mathematics 2010-02-16 Youri Davydov , Alexender Nagaev , Anne Philippe

We consider Gaussian approximation in three particular models of Poisson-Laguerre tessellations, namely, the $\beta$-, $\beta'$- and Gaussian-Voronoi tessellations. The tessellations are constructed based on inhomogeneous Poisson point…

Probability · Mathematics 2025-11-21 Chinmoy Bhattacharjee , Anna Gusakova

We establish Poisson and compound Poisson approximations for stabilizing statistics of $\beta$-mixing point processes and give explicit rates of convergence. Our findings are based on a general estimate of the total variation distance of a…

Probability · Mathematics 2023-10-24 Nicolas Chenavier , Moritz Otto

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

Probability · Mathematics 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

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 study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…

Probability · Mathematics 2019-04-09 Inés Armendáriz , Pablo A. Ferrari , Nicolás Frevenza

Consider a homogeneous Poisson point process of the Euclidean plane and its Voronoi tessellation. The present note discusses the properties of two stationary point processes associated with the latter and depending on a parameter $\theta$.…

Probability · Mathematics 2020-11-02 François Baccelli , Sanket S. Kalamkar

We consider stochastic processes arising from dynamical systems simply by evaluating an observable function along the orbits of the system and study marked point processes associated to extremal observations of such time series…

Dynamical Systems · Mathematics 2017-07-07 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mário Magalhães

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

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.…

Probability · Mathematics 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

Random point patterns are ubiquitous in nature, and statistical models such as point processes, i.e., algorithms that generate stochastic collections of points, are commonly used to simulate and interpret them. We propose an application of…

Quantum Physics · Physics 2020-03-04 Soran Jahangiri , Juan Miguel Arrazola , Nicolás Quesada , Nathan Killoran

Let $\eta$ be a Poisson random measure (defined on some Polish space), and let $F(\eta)$ be a square-integrable functional of $\eta$. In this paper we define and study a new notion of {\it spectral point process} associated with $F(\eta)$,…

Probability · Mathematics 2024-07-19 Chinmoy Bhattacharjee , Giovanni Peccati , D. Yogeshwaran

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…

Probability · Mathematics 2011-12-09 Alexander E. Holroyd , Russell Lyons , Terry Soo

This article employs the relation between probabilities of two consecutive values of a Poisson random variable to derive conditions for the weak convergence of point processes to a Poisson process. As applications, we consider the starting…

Probability · Mathematics 2021-01-20 Federico Pianoforte , Matthias Schulte

In a previous paper, we studied a kernel estimate of the upper edge of a two-dimensional bounded set, based upon the extreme values of a Poisson point process. The initial paper "Geffroy J. (1964) Sur un probl\`eme d'estimation…

Statistics Theory · Mathematics 2012-09-03 Stéphane Girard , Pierre Jacob