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In this paper we introduce spatiotemporal constraints for trajectories, i.e., restrictions that the trajectory must be in some part of the state space (spatial constraint) at some point in time (temporal constraint). Spatiotemporal…

Signal Processing · Electrical Eng. & Systems 2020-03-02 Karl Granström , Lennart Svensson , Yuxuan Xia , Angel F. Garcia-Fernandez , Jason Williams

Space debris is a major problem in space exploration. International bodies continuously monitor a large database of orbiting objects and emit warnings in the form of conjunction data messages. An important question for satellite operators…

Machine Learning · Statistics 2023-03-28 Francisco Caldas , Cláudia Soares , Cláudia Nunes , Marta Guimarães

We study a local thinning $T_r$ that retains a point with probability $p(n_r)$, where $n_r$ counts neighbors within radius $r$. For Poisson input with spatially varying intensity, we obtain an exact intensity via a Poisson--mixture formula…

Probability · Mathematics 2025-11-14 Kateryna Hlyniana

This paper presents some general formulas for random partitions of a finite set derived by Kingman's model of random sampling from an interval partition generated by subintervals whose lengths are the points of a Poisson point process.…

Probability · Mathematics 2007-05-23 Jim Pitman

We consider some nonuniformly hyperbolic invertible dynamical systems which are modeled by a Gibbs-Markov-Young tower. We assume a polynomial tail for the inducing time and a polynomial control of hyperbolicity, as introduced by Alves,…

Dynamical Systems · Mathematics 2014-01-16 Francoise Pene , Benoit Saussol

Consider a stationary Poisson process $\eta$ in the $d$-dimensional Euclidean or hyperbolic space and construct a random graph with vertex set $\eta$ as follows. First, each point $x\in\eta$ is connected by an edge to its nearest neighbour,…

Probability · Mathematics 2024-11-04 Holger Sambale , Christoph Thäle , Tara Trauthwein

We analyze extensions of the Poisson process in which any interarrival time that exceeds a fixed value $r$ is counted as an interarrival of duration $r$. In the engineering application that initiated this work, one part is tested at a time,…

Plant differently colored points in the plane, then let random points ("Poisson rain") fall, and give each new point the color of the nearest existing point. Previous investigation and simulations strongly suggest that the colored regions…

Probability · Mathematics 2017-01-03 David J. Aldous

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

We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…

Probability · Mathematics 2024-06-21 Ronan Herry

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…

Probability · Mathematics 2014-09-05 Ilya Molchanov , Kostiantyn Ralchenko

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

We construct a general stochastic process and prove weak convergence results. It is scaled in space and through the parameters of its distribution. We show that our simplified scaling is equivalent to time scaling used frequently. The…

Probability · Mathematics 2011-07-01 Mine Caglar

In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…

Statistics Theory · Mathematics 2020-05-04 Sucharita Roy , Sourabh Bhattacharya

Through a regularization procedure, few approximation schemes of the local time of a large class of one dimensional processes are given. We mainly consider the local time of continuous semimartingales and reversible diffusions, and the…

Probability · Mathematics 2007-09-05 Blandine Berard Bergery , Pierre Vallois

The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant…

Statistics Theory · Mathematics 2008-12-02 Alessandro De Gregorio , Stefano M. Iacus

Describing a time series parsimoniously is the first step to study the underlying dynamics. For a time-discrete system, a generating partition provides a compact description such that a time series and a symbolic sequence are one-to-one.…

Data Analysis, Statistics and Probability · Physics 2018-01-09 Yoshito Hirata , Thomas Stemler , Deniz Eroglu , Norbert Marwan

A typical polling system consists of a number of queues, attended by a single server in a fixed order. The vast majority of papers on polling systems focusses on Poisson arrivals, whereas very few results are available for general arrivals.…

Probability · Mathematics 2014-08-04 Marko Boon , Erik Winands , Ivo Adan , Sandra van Wijk

We prove that under an easily verifiable set of conditions a sequence of associated random fields converges under rescaling to the Poisson Point Process and give a couple of examples.

Probability · Mathematics 2008-09-18 Yuri Bakhtin

The main result of this paper is a convexity theorem for momentum mappings of certain hamiltonian actions of noncompact semisimple Lie groups. The image is required to fall within a certain open subset D of the (dual of the) Lie algebra,…

Symplectic Geometry · Mathematics 2007-05-23 Alan Weinstein
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