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We propose a new estimation procedure of the conditional density for independent and identically distributed data. Our procedure aims at using the data to select a function among arbitrary (at most countable) collections of candidates. By…

Statistics Theory · Mathematics 2016-10-26 Mathieu Sart

This article studies optional and predictable projections of integrands and convex-valued stochastic processes. The existence and uniqueness are shown under general conditions that are analogous to those for conditional expectations of…

Probability · Mathematics 2016-07-25 Matti Kiiski , Ari-Pekka Perkkiö

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

Probability · Mathematics 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

We present a list of algebraic, combinatorial, and analytic mechanisms that give rise to determinantal point processes.

Probability · Mathematics 2009-11-09 Alexei Borodin

We provide a full characterization in terms of the six parameters involved the boundedness of all standard weighted integral operators induced by harmonic Bergman-Besov kernels acting between different Lebesgue classes with standard weights…

Classical Analysis and ODEs · Mathematics 2020-03-11 Ömer Faruk Doğan

We consider the 1D Expected Improvement optimization based on Gaussian processes having spectral densities converging to zero faster than exponentially. We give examples of problems where the optimization trajectory is not dense in the…

Optimization and Control · Mathematics 2012-12-18 Dmitry Yarotsky

The present work develops a framework to derive piecewise polynomial measures arising from invariant measures on adjoint orbits in the context of compact and semisimple Lie groups. These measures are computed from orbital integrals via…

Functional Analysis · Mathematics 2026-04-14 Martin Miglioli

For the exclusion process with symmetric kernel p(x,y)=p(y,x), the set of invariant measures has been completely studied. This paper gives results concerning the invariant measures for exclusion processes where p(x,y)=p(y,x) except for…

Probability · Mathematics 2007-05-23 Paul Jung

The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…

Probability · Mathematics 2015-06-26 Alexander Soshnikov

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

For a class of orthogonal polynomials related to the $q$-Meixner polynomials corresponding to an indeterminate moment problem we give a one-parameter family of orthogonality measures. For these measures we complement the orthogonal…

Classical Analysis and ODEs · Mathematics 2012-10-16 Wolter Groenevelt , Erik Koelink

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential…

Statistics Theory · Mathematics 2018-05-01 Ansgar Steland

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads…

Methodology · Statistics 2016-11-02 Matthew Plumlee , V. Roshan Joseph

The paper deals with a 3-parameter family of probability measures on the set of partitions, called the z-measures. The z-measures first emerged in connection with the problem of harmonic analysis on the infinite symmetric group. They are a…

Probability · Mathematics 2007-05-23 Alexei Borodin , Grigori Olshanski

This is the second part of a series of four articles on weighted norm inequalities, off-diagonal estimates and elliptic operators. We consider a substitute to the notion of pointwise bounds for kernels of operators which usually is a…

Classical Analysis and ODEs · Mathematics 2018-10-10 Pascal Auscher , José Maria Martell

We give a functional characterization of a class of quasi-invariant determinantal processes corresponding to projection kernels in terms of de Branges spaces of entire funcitons.

Functional Analysis · Mathematics 2024-10-08 Roman Romanov

In this paper, we prove that biorthogonal ensembles on the real line with a specific derivative structure admit an explicit correlation kernel of double contour integral form. We will demonstrate that this expression is a valuable starting…

Mathematical Physics · Physics 2026-03-05 Tom Claeys , Jiyuan Zhang

Poisson processes and one-dimensional Poisson point processes satisfy three main properties: superposition, thinning, and conditioning. The proof of the first two relies on basic estimates involving the Poisson distribution that are also…

Probability · Mathematics 2025-09-01 Nicolas Lanchier

Systems of orthogonal polynomials whose recurrence coefficients tend to infinity are considered. A summability condition is imposed on the coefficients and the consequences for the measure of orthogonality are discussed. Also discussed are…

Classical Analysis and ODEs · Mathematics 2014-08-28 A. I. Aptekarev , J. S. Geronimo