Related papers: Rare event process and entry times distribution fo…

We give a general framework for approximations to combinatorial assemblies, especially suitable to the situation where the number $k$ of components is specified, in addition to the overall size $n$. This involves a Poisson process, which,…

It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

State-of-the-art methods for rare event simulation of non-Markovian models face practical or theoretical limits if observing the event of interest requires prior knowledge or information on the timed behavior of the system. In this paper,…

We propose a misanthrope process, defined on a ring, which realizes the totally asymmetric simple exclusion process with open boundaries. In the misanthrope process, particles have no exclusion interactions in contrast to those in the…

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…

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…

We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…

We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior. Asymptotic events studied include a central limit theorem…

In this paper we use splitting technique to estimate the probability of hitting a rare but critical set by the continuous component of a switching diffusion. Instead of following classical approach we use Wonham filter to achieve multiple…

Rare events play a key role in many applications and numerous algorithms have been proposed for estimating the probability of a rare event. However, relatively little is known on how to quantify the sensitivity of the probability with…

We have random number of independent diffusion processes with absorption on boundaries in some region at initial time $t=0$. The initial numbers and positions of processes in region is defined by Poisson random measure. It is required to…

We study a continuous-time simple random walk on a regular rooted tree of depth $n$ in two settings: either the walk is started from a leaf vertex and run until the tree root is first hit or it is started from the root and run until it has…

We provide a Poisson approximation result for dependent thinnings of Gibbs point processes as well as qualitative and quantitative central limit theorems for geometric functionals of Gibbs point processes in increasing observation windows.…

We consider a one dimensional random-walk-like process, whose steps are centered Gaussians with variances which are determined according to the sequence of arrivals of a Poisson process on the line. This process is decorated by independent…

We consider invariant measures of maps on manifolds whose correlations decay at a sufficient rate and which satisfy a geometric contraction property. We then prove the that the limiting distribution of returns to geometric balls is…

Within the setting of rare event modelling, the method of level sets allows us to define an equivalence relation over rare events with distinct rates of entropy production. This method allows us to clarify the relation between the empirical…

In this article, we introduce \textit{Mallows processes}, defined to be continuous-time c\`adl\`ag processes with Mallows distributed marginals. We show that such processes exist and that they can be restricted to have certain natural…

We construct marked Gibbs point processes in $\mathbb{R}^d$ under quite general assumptions. Firstly, we allow for interaction functionals that may be unbounded and whose range is not assumed to be uniformly bounded. Indeed, our typical…

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…