Related papers: Functional inequalities for marked point processes
This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
We study conditional independence under infinite measures on punctured product spaces, a notion recently introduced for graphical modeling in multivariate extremes and L\'evy processes. In contrast to classical probabilistic conditional…
An analogue of Talagrand's convex distance for binomial and Poisson point processes is defined. A corresponding large deviation inequality is proved.
We present normal approximation results at the process level for local functionals defined on dynamic Poisson processes in $\mathbb{R}^d$. The dynamics we study here are those of a Markov birth-death process. We prove functional limit…
We study the binary classification problem for Poisson point processes, which are allowed to take values in a general metric space. The problem is tackled in two different ways: estimating nonparametricaly the intensity functions of the…
Stochastic orders on point processes are partial orders which capture notions like being larger or more variable. Laplace functional ordering of point processes is a useful stochastic order for comparing spatial deployments of wireless…
The Papangelou intensities of determinantal (or fermion) point processes are investigated. These exhibit a monotonicity property expressing the repulsive nature of the interaction, and satisfy a bound implying stochastic domination by a…
In this paper, we model the locations of five major banks in mainland France, two lucrative and three cooperative institutions based on socio-economic considerations. Locations of banks are collected using web scrapping and constitute a…
Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian signal observed in presence of a homogeneous Poissonian noise.…
This paper discusses infill asymptotics for logistic regression estimators for spatio-temporal point processes whose intensity functions are of log-linear form. We establish strong consistency and asymptotic normality for the parameters of…
Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means $\frac 1t \int_0^t g(X_s)ds$ where $g$ is a unbounded observable of the…
We review here some recent results by the authors, and various coauthors, on (weak,super) Poincar\'e inequalities, transportation-information inequalities or logarithmic Sobolev inequality via a quite simple and efficient technique:…
We propose and prove a theorem that allows the calculation of a class of functionals on Poisson point processes that have the form of expected values of sum-products of functions. In proving the theorem, we present a variant of the…
In this paper, we study some functional inequalities (such as Poincar\'e inequalities, logarithmic Sobolev inequalities, generalized Cheeger isoperimetric inequalities, transportation-information inequalities and transportation-entropy…
Quantum functional inequalities (e.g. the logarithmic Sobolev- and Poincar\'e inequalities) have found widespread application in the study of the behavior of primitive quantum Markov semigroups. The classical counterparts of these…
We investigate the transportation cost-information inequalities for bifurcating Markov chains which are a class of processes indexed by binary tree. These processes provide models for cell growth when each individual in one generation gives…
We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…
Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…