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A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…

Probability · Mathematics 2016-09-13 Luisa Beghin , Claudio Macci

First-order separability of a spatio-temporal point process plays a fundamental role in the analysis of spatio-temporal point pattern data. While it is often a convenient assumption that simplifies the analysis greatly, existing…

Methodology · Statistics 2021-11-22 Mohammad Ghorbani , Nafiseh Vafaei , Jiří Dvořák , Mari Myllymäki

We describe a procedure to introduce general dependence structures on a set of Dirichlet processes. Dependence can be in one direction to define a time series or in two directions to define spatial dependencies. More directions can also be…

Methodology · Statistics 2021-10-18 Luis E. Nieto-Barajas

Generalizing earlier works of Delbaen & Haezendonck [5] as well as of [18] and [16] for given compound mixed renewal process S under a probability measure P, we characterize all those probability measures Q on the domain of P such that Q…

Probability · Mathematics 2020-07-16 Spyridon M. Tzaninis , Nikolaos D. Macheras

We say that a string of length $d$ occurs, in a Bernoulli sequence, if a success is followed by exactly $(d-1)$ failures before the next success. The counts of such $d$-strings are of interest, and in specific independent Bernoulli…

Probability · Mathematics 2008-01-15 Fred W. Huffer , Jayaram Sethuraman , Sunder Sethuraman

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

We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…

Probability · Mathematics 2021-06-01 Robert L Wolpert , Lawrence D. Brown

In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain…

Statistics Theory · Mathematics 2007-07-02 Khosrow Fazli

The fractional Poisson process has recently attracted experts from several fields of study. Its natural generalization of the ordinary Poisson process made the model more appealing for real-world applications. In this paper, we generalized…

Probability · Mathematics 2014-03-06 Dexter O. Cahoy , Federico Polito

The configurational de-correlation in an aging system is attributed to irreversible intermittent rearrangements, which are described as a Poisson process with average $\propto \ln(1 + t/t_w)$, where $t$ is the observation time and $t_w$ is…

Soft Condensed Matter · Physics 2007-05-23 Paolo Sibani

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

This is a study of percolation in the hyperbolic plane and on regular tilings in the hyperbolic plane. The processes discussed include Bernoulli site and bond percolation on planar hyperbolic graphs, invariant dependent percolations on such…

Probability · Mathematics 2008-11-26 Itai Benjamini , Oded Schramm

This paper analyses a system subject to multiple dependent degradation processes. Degradation processes start at random times following a non homogeneous Poisson process and next dependently propagate. The growth of these degradation…

Probability · Mathematics 2024-01-18 Inma T. Castro , L. Landesa

Bernoulli-$p$ thinning has been well-studied for point processes. Here we consider three other cases: (1) sequences $(X_1,X_2,...)$; (2) gaps of such sequences $(X_{n+1}-X_1)_{n\in\mathbb{N}}$; (3) partition structures. For the first case…

Probability · Mathematics 2015-09-29 Shannon Starr , Brigitta Vermesi , Ang Wei

Real count data time series often show the phenomenon of the underdispersion and overdispersion. In this paper, we develop two extensions of the first-order integer-valued autoregressive process with Poisson innovations, based on binomial…

Methodology · Statistics 2020-07-27 Marcelo Bourguignon , Josemar Rodrigues , Manoel Santos-Neto

Poisson restart assumes that a stochastic process is interrupted and starts again at random time moments. A number of studies have demonstrated that this strategy may minimize the expected completion time in some classes of random search…

Statistical Mechanics · Physics 2024-05-15 Sergey Belan

We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…

Probability · Mathematics 2016-08-16 J. Ben Hough , Manjunath Krishnapur , Yuval Peres , Bálint Virág

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…

Statistics Theory · Mathematics 2018-01-17 Federico Camerlenghi , David B. Dunson , Antonio Lijoi , Igor Prünster , Abel Rodríguez

In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization…

Probability · Mathematics 2007-05-23 Dominic Schuhmacher

For general thinning procedures, its inverse operation, the condensing, is studied and a link to integration-by-parts formulas is established. This extends the recent results on that link for independent thinnings of point processes to…

Probability · Mathematics 2017-04-26 Mathias Rafler