Related papers: Finitary isomorphisms of Poisson point processes
We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…
In this paper, we prove that ergodic point processes with moments of all orders, driven by particular infinite measure preserving transformations, have to be a superposition of shifted Poisson processes. This rigidity result has a lot of…
We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…
We prove that for a measure preserving action of a sofic group with positive sofic entropy, the set of points with finite stabilizer have positive measure. This extends results of Weiss and Seward for amenable groups and free groups,…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
The Bessel point process is a rigid point process on the positive real line and its conditional measure on a bounded interval $[0,R]$ is almost surely an orthogonal polynomial ensemble. In this article, we show that if $R$ tends to…
Ostrom and Wagner (1959) proved that if the automorphism group $G$ of a finite projective plane $\pi$ acts $2$-transitively on the points of $\pi$, then $\pi$ is isomorphic to the Desarguesian projective plane and $G$ is isomorphic to…
An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of…
This paper establishes the global asymptotic equivalence between a Poisson process with variable intensity and white noise with drift under sharp smoothness conditions on the unknown function. This equivalence is also extended to density…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
In this paper, we propose a new comparison tool for spatial homogeneity of point processes, based on the joint examination of void probabilities and factorial moment measures. We prove that determinantal and permanental processes, as well…
Affine point processes are a class of simple point processes with self- and mutually-exciting properties, and they have found useful applications in several areas. In this paper, we obtain large-time asymptotic expansions in large…
Let $(X,\mathcal{B},\mu,T)$ be a probability-preserving system with $X$ compact and $T$ a homeomorphism. We show that if every point in $X\times X$ is two-sided recurrent, then $h_{\mu}(T)=0$, resolving a problem of Benjamin Weiss, and that…
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…
This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…
Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…
A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…
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…
The group of affine transformations with rational coefficients acts naturally on the real line, but also on the $p$-adic fields. The aim of this note is to show that, for random walks whose laws have a finite first moment, all these actions…