Related papers: Another characterization of homogeneous Poisson pr…
Motivated by Alain-Sol Sznitman's interlacement process, we consider the set of $\{0,1\}$-valued processes which can be constructed in an analogous way, namely as a union of sets coming from a Poisson process on a collection of sets. Our…
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…
We report on the nature of the thermal denaturation transition of homogeneous DNA as determined from a renormalisation group analysis of the Peyrard-Bishop-Dauxois model. Our approach is based on an analogy with the phenomenon of critical…
Consider a strong Markov process in continuous time, taking values in some Polish state space. Recently, Douc, Fort and Guillin (2009) introduced verifiable conditions in terms of a supermartingale property implying an explicit control of…
Let $X$ be a continuous-time strongly mixing or weakly dependent process and $T$ a renewal process independent of $X$ with inter-arrival times $\tau$. We show general conditions under which the sampled process $(X_{T_i},T_i-T_{i-1})^{\top}$…
This paper is concerned with the problem of recovering a finite, deterministic time series from observations that are corrupted by additive, independent noise. A distinctive feature of this problem is that the available data exhibit…
We investigate joint temporal and contemporaneous aggregation of N independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random coefficient $\alpha\in(0,1)$ and with idiosyncratic…
We study a renewal problem within a periodic environment, departing from the classical renewal theory by relaxing the assumption of independent and identically distributed inter-arrival times. Instead, the conditional distribution of the…
We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…
We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. In particular, independent L\'evy processes with dependent…
We consider an ergodic process on finitely many states, with positive entropy. Our first main result asserts that the distribution function of the normalized waiting time for the first visit to a small (i.e., over a long block) cylinder set…
We recently characterized the separated determinantal point processes $\Lambda_\phi$ associated with Fock spaces $\mathcal F_\phi$ in the plane with doubling weight $\phi$. We also showed that, as expected, a more restrictive condition is…
A general nonautonomous Nicholson equation with multiple pairs of delays in {\it mixed monotone} nonlinear terms is studied. Sufficient conditions for permanence are given, with explicit lower and upper uniform bounds for all positive…
We develop a Bayesian hierarchical semiparametric model for phenomena related to time series of counts. The main feature of the model is its capability to learn a latent pattern of heterogeneity in the distribution of the process innovation…
A unifying theory is put forward that entropy is equal to action. The crowning derivation is based on information theoretic methods and uses our hypothesis that "particles move via the discrete Bernoulli Process." While this hypothesis…
Consider Bernoulli(1/2) percolation on $\mathbb{Z}^d$, and define a perfect matching between open and closed vertices in a way that is a deterministic equivariant function of the configuration. We want to find such matching rules that make…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
We propose a novel continuous testing framework to test the intensities of Poisson Processes. This framework allows a rigorous definition of the complete testing procedure, from an infinite number of hypothesis to joint error rates. Our…
We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the setting of Poisson point processes. Applications are given…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…