Related papers: Poisson statistics of eigenvalues in the hierarchi…

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…

We consider odd Laplace operators acting on densities of various weight on an odd Poisson (= Schouten) manifold $M$. We prove that the case of densities of weight 1/2 (half-densities) is distinguished by the existence of a unique odd…

We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has…

We introduce a family of differential-reflection operators $\Lambda_{A, \varepsilon}$ acting on smooth functions defined on $\mathbb R.$ Here $A$ is a Strum-Liouville function with additional hypotheses and $\varepsilon\in \mathbb R.$ For…

When analysing statistical systems or stochastic processes, it is often interesting to ask how they behave given that some observable takes some prescribed value. This conditioning problem is well understood within the linear operator…

Consider in $L^2 (\R^l)$ the operator family $H(\epsilon):=P_0(\hbar,\omega)+\epsilon Q_0$. $P_0$ is the quantum harmonic oscillator with diophantine frequency vector $\om$, $Q_0$ a bounded pseudodifferential operator with symbol…

In an M-type 2 Banach space, firstly we explore some properties of the set-valued stochastic integral associated with the stationary Poisson point process. By using the Hahn decomposition theorem and bounded linear functional, we obtain the…

Let $E \ni x\mapsto A(x)$ be a $\mathscr{C}$-mapping with values unbounded normal operators with common domain of definition and compact resolvent. Here $\mathscr{C}$ stands for $C^\infty$, $C^\omega$ (real analytic), $C^{[M]}$…

In this article, we study $m$-order logarithmic Laplacian $\mathcal{L}_m$, which is a singular integro-differential operator with symbol $\big(2\ln |\cdot|\big)^m$ by the Fourier transform. With help of these logarithmic Laplacians, we…

Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…

The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian signal observed in presence of a homogeneous Poissonian noise.…

In this paper, we study four nonlocal diffusion operators, including the fractional Laplacian, spectral fractional Laplacian, regional fractional Laplacian, and peridynamic operator. These operators represent the infinitesimal generators of…

Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…

We study a local thinning $T_r$ that retains a point with probability $p(n_r)$, where $n_r$ counts neighbors within radius $r$. For Poisson input with spatially varying intensity, we obtain an exact intensity via a Poisson--mixture formula…

A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…

The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here…

In $L_2({\mathbb R}^d;{\mathbb C}^n)$, a selfadjoint strongly elliptic second order differential operator ${\mathcal A}_\varepsilon$ is considered. It is assumed that the coefficients of the operator ${\mathcal A}_\varepsilon$ are periodic…

A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…

This work deals with the extension problem for the fractional Laplacian on Riemannian symmetric spaces $G/K$ of noncompact type and of general rank, which gives rise to a family of convolution operators, including the Poisson operator. More…

Given a Poisson structure (or, equivalently, a Hamiltonian operator) $P$, we show that its Lie derivative $L_{\tau}(P)$ along a vector field $\tau$ defines another Poisson structure, which is automatically compatible with $P$, if and only…