Related papers: On the Poisson equation for Metropolis-Hastings ch…
Let $k,d $ be positive integers. We determine a sequence of constants that are asymptotic to the probability that the cluster at the origin in a $d$-dimensional Poisson Boolean model with balls of fixed radius is of order $k$, as the…
We study inverse problems for the Poisson equation with source term the divergence of an $\mathbf{R}^3$-valued measure, that is, the potential $\Phi$ satisfies $$ \Delta \Phi= \text{div} \boldsymbol{\mu}, $$ and $\boldsymbol{\mu}$ is to be…
The relation between force and stretch in the worm-like chain model of entropic elasticity is examined. Although no closed-form expression is valid for all values of forcing, solutions in the form of asymptotic series can be obtained under…
We study quantitative large-time averages for Hamilton--Jacobi equations in a dynamic random environment that is stationary ergodic and has unit-range dependence in time. Our motivation comes from stochastic growth models related to the…
By exploiting an old idea first used by Pizzetti for the classical Laplacian, we introduce a notion of {\it asymptotic average solutions} making pointwise solvable every Poisson equation $\mathcal{L} u(x)=-f(x)$ with continuous data $f$,…
In this paper, we give estimates for the speed of convergence towards a limiting stable law in the recently introduced setting of mod-$\phi$ convergence. Namely, we define a notion of zone of control, closely related to mod-$\phi$…
The Conway-Maxwell-Poisson distribution is a two-parameter generalisation of the Poisson distribution that can be used to model data that is under- or over-dispersed relative to the Poisson distribution. The normalizing constant…
Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…
We study an inhomogeneous random connection model in the connectivity regime. The vertex set of the graph is a homogeneous Poisson point process $\mathcal{P}_s$ of intensity $s>0$ on the unit cube…
Particle Metropolis-Hastings enables Bayesian parameter inference in general nonlinear state space models (SSMs). However, in many implementations a random walk proposal is used and this can result in poor mixing if not tuned correctly…
In this paper, we study two specific types of $d$-dimensional Poisson functionals: a double-sum type and a sum-log-sum type, both over pairs of Poisson points. On these functionals, we impose column-type dependence, i.e., local behavior in…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
We study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the convergence between the finite time horizon control problem…
A $d$-dimensional Ising model on a lattice torus is considered. As the size $n$ of the lattice tends to infinity, a Poisson approximation is given for the distribution of the number of copies in the lattice of any given local configuration,…
This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…
In this paper we study the Metropolis algorithm in connection with two mean--field spin systems, the so called mean--field Ising model and the Blume--Emery--Griffiths model. In both this examples the naive choice of proposal chain gives…
Let $\Phi:\mathcal{H}\longrightarrow\mathbb{R\cup}\left\{ +\infty\right\} $ be a closed convex proper function on a real Hilbert space $\mathcal{H}$, and $\partial\Phi:\mathcal{H}\rightrightarrows\mathcal{H}$ its subdifferential. For any…
We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…
In this paper, we study the asymptotic variance of sample path averages for inhomogeneous Markov chains that evolve alternatingly according to two different $\pi$-reversible Markov transition kernels $P$ and $Q$. More specifically, our main…
We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…