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We study the $\beta$ analogue of the nonintersecting Poisson random walks. We derive a stochastic differential equation of the Stieltjes transform of the empirical measure process, which can be viewed as a dynamical version of the…

Probability · Mathematics 2021-03-02 Jiaoyang Huang

The $Z$ boson in the process $pp \to ZH$ and the $W^+_{}$ and $W^-_{}$ in the process $pp \to W^{\pm}_{}H$ can be in polarised states. The polarisation density matrix of the $Z$ ($W$) boson contains the complete information about a state of…

High Energy Physics - Phenomenology · Physics 2017-11-22 Junya Nakamura

We prove a concentration inequality which asserts that, under some mild regularity conditions, every random variable defined on the product of sufficiently many probability spaces exhibits pseudorandom behavior.

Probability · Mathematics 2016-07-26 Pandelis Dodos , Vassilis Kanellopoulos , Konstantinos Tyros

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

Probability · Mathematics 2023-04-13 Matthias Schulte , Christoph Thaele

We present a proof of the concentration inequality for a discrete random surface model, where the underlying potential is perturbed by an additive random potential. The proof is based on annealing the random potential, and follows the…

Probability · Mathematics 2021-11-12 Andrew Krieger

We observe $n$ inhomogeneous Poisson processes with covariates and aim at estimating their intensities. We assume that the intensity of each Poisson process is of the form $s (\cdot, x)$ where $x$ is the covariate and where $s$ is an…

Statistics Theory · Mathematics 2013-06-14 Mathieu Sart

Event-shape observables measured using charged particles in inclusive $Z$-boson events are presented, using the electron and muon decay modes of the $Z$ bosons. The measurements are based on an integrated luminosity of $1.1 {\rm fb}^{-1}$…

High Energy Physics - Experiment · Physics 2016-08-10 ATLAS Collaboration

We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various…

Statistics Theory · Mathematics 2014-09-23 Xinjia Chen

In a previous work, two of the authors proposed a new proof of a well known convergence result for the scaled elementary connected vacant component in the high intensity Boolean model towards the Crofton cell of the Poisson hyperplane…

Probability · Mathematics 2009-05-29 Pierre Calka , Julien Michel , Katy Paroux

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…

Probability · Mathematics 2015-10-02 Matthias Schulte , Christoph Thaele

Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…

Methodology · Statistics 2018-07-03 M. I. Borrajo , W. González-Manteiga , M. D. Martínez-Miranda

We consider an inhomogeneous Poisson process $X$ on $[0,T]$. The intensity function of $X$ is supposed to be strictly positive and smooth on $[0,T]$ except at the point $\theta$, in which it has either a 0-type singularity (tends to 0 like…

Statistics Theory · Mathematics 2007-06-13 Serguei Dachian

For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities, transportation inequalities…

Probability · Mathematics 2013-09-19 Gordon Blower , François Bolley

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

Statistics Theory · Mathematics 2010-11-30 S. G. Bobkov , F. Götze

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Probability · Mathematics 2014-06-24 Viktor Benes , Marketa Zikmundova

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

We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…

Probability · Mathematics 2008-12-26 Remi Rhodes , Vincent Vargas

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

Consider a family of Boolean models, indexed by integers $n \ge 1$, where the $n$-th model features a Poisson point process in ${\mathbb{R}}^n$ of intensity $e^{n \rho_n}$ with $\rho_n \to \rho$ as $n \to \infty$, and balls of independent…

Probability · Mathematics 2014-08-13 Venkat Anantharam , François Baccelli

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…

Probability · Mathematics 2013-11-05 Xinjia Chen