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We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…

Probability · Mathematics 2013-12-24 Nicolas Privault

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…

Statistics Theory · Mathematics 2007-08-07 Tucker McElroy , Dimitris N. Politis

For a given dimension d $\ge$ 2 and a finite measure $\nu$ on (0, +$\infty$), we consider $\xi$ a Poisson point process on R d x (0, +$\infty$) with intensity measure dc $\otimes$ $\nu$ where dc denotes the Lebesgue measure on R d. We…

Probability · Mathematics 2020-11-30 Jean-Baptiste Gouéré , Marie Théret

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

The authors present a method of indicator random processes, applicable to constructing models of jump processes associated with diffusion process. Indicator random processes are processes that take only two values: 1 and 0, in accordance…

Dynamical Systems · Mathematics 2024-02-06 Valery Doobko , Elena Karachanskaya

The main purpose of percolation theory is to model phase transitions in a variety of random systems, which is highly valuable in fields related to materials physics, biology, or otherwise unrelated areas like oil extraction or even quantum…

Statistical Mechanics · Physics 2025-01-28 Daniel García Solla

Percolation is perhaps the simplest example of a process exhibiting a phase transition and one of the most studied phenomena in statistical physics. The percolation transition is continuous if sites/bonds are occupied independently with the…

Statistical Mechanics · Physics 2015-05-27 Santo Fortunato , Filippo Radicchi

We consider a class of observation-driven Poisson count processes where the current value of the accompanying intensity process depends on previous values of both processes. We show under a contractive condition that the bivariate process…

Statistics Theory · Mathematics 2012-01-06 Michael H. Neumann

We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…

Probability · Mathematics 2007-06-20 Antonio Di Crescenzo , Elvira Di Nardo , Luigi M. Ricciardi

We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the…

Probability · Mathematics 2009-07-02 Julien Barral , Nicolas Fournier , Stephane Jaffard , Stephane Seuret

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

Machine Learning · Statistics 2019-06-10 Virginia Aglietti , Edwin V. Bonilla , Theodoros Damoulas , Sally Cripps

This work considers the distribution of inertial particles in turbulence using the point-particle approximation. We demonstrate that the random point process formed by the positions of particles in space is a Poisson point process with…

Fluid Dynamics · Physics 2017-07-26 Lukas Schmidt , Itzhak Fouxon , Markus Holzner

Given two independent Poisson point processes $\Phi^{(1)},\Phi^{(2)}$ in $R^d$, the continuum AB percolation model is the graph with points of $\Phi^{(1)}$ as vertices and with edges between any pair of points for which the intersection of…

Probability · Mathematics 2010-12-20 Srikanth K. Iyer , D. Yogeshwaran

We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…

Machine Learning · Computer Science 2012-06-22 Changyou Chen , Nan Ding , Wray Buntine

We investigate spatial random graphs defined on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the…

Probability · Mathematics 2024-04-23 Peter Gracar , Lukas Lüchtrath , Peter Mörters

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

Probability · Mathematics 2016-09-07 N. V. Krylov , R. Liptser

In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…

Probability · Mathematics 2014-12-12 Tzu-Wei Yang , Lingjiong Zhu

In this paper, we study invariant Poisson processes of lines (i.e, bi-infinite geodesics) in the $3$-regular tree. More precisely, there exists a unique (up to multiplicative constant) locally finite Borel measure on the space of lines that…

Probability · Mathematics 2023-10-16 Guillaume Blanc

We consider the Poisson Boolean model of continuum percolation. We show that there is a subcritical phase if and only if $E(R^d)$ is finite, where $R$ denotes the radius of the balls around Poisson points and $d$ denotes the dimension. We…

Probability · Mathematics 2008-10-03 Jean-Baptiste Gouéré