Related papers: Product systems associated to compound Poisson Pro…
Cascades of Poisson processes are probabilistic models for spatio-temporal phenomena in which (i) previous events may trigger subsequent events, and (ii) both the background and triggering processes are conditionally Poisson. Such phenomena…
The problem of time-series clustering is considered in the case where each data-point is a sample generated by a piecewise stationary ergodic process. Stationary processes are perhaps the most general class of processes considered in…
The Poisson compound decision problem is a long-standing problem in statistics, where empirical Bayes methodologies are commonly used to estimate Poisson's means in static or batch domains. In this paper, we study the Poisson compound…
A number of numeric approaches to simulate Poisson point processes with arbitrary event rates are presented and implemented for R. They include the simulation of the number of points and their location as well as the determination of…
We study the set of output stable configurations of chemical reaction deciders (CRDs). It turns out that CRDs with only bimolecular reactions (which are almost equivalent to population protocols) have a special structure that allows for an…
Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…
Many applications in medical statistics as well as in other fields can be described by transitions between multiple states (e.g. from health to disease) experienced by individuals over time. In this context, multi-state models are a popular…
We analyze a method to produce pairs of non independent Poisson processes $M(t),N(t)$ from positively correlated, self-decomposable, exponential renewals. In particular the present paper provides the family of copulas pairing the renewals,…
As shown recently, one can obtain additional information from the measured charged particle multiplicity distributions, $P(N)$, by investigating the so-called modified combinants, $C_j$, extracted from them. This information is encoded in…
We propose a test-particle method to probe the transport dynamics of the establishment and development of collective flow in large and small systems of heavy-ion collisions. We place test particles as passengers into the partonic medium…
We investigate a zero-range process where the underlying one-particle stationary distribution has multifractality. The multiparticle stationary probability measure can be written in a factorized form. If the number of the particles is…
Motivated by monitoring the arrival of incoming adverse events such as customer support calls or crash reports from users exposed to an experimental product change, we consider sequential hypothesis testing of continuous-time inhomogeneous…
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…
Reversible part of evolution equations of physical systems is often generated by a Poisson bracket. We discuss geometric means of construction of Poisson brackets and their mutual coupling (direct, semidirect and matched-pair products) as…
Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…
We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…
Let $P$ be a closed convex cone in $\mathbb{R}^d$ which is assumed to be spanning $\mathbb{R}^d$ and contains no line. In this article, we consider a family of CAR flows over $P$ and study the decomposability of the associated product…
The flow of a charged-stabilized suspension through a single constricted channel is studied experimentally by tracking the particles individually. Surprisingly, the behavior is found to be qualitatively similar to that of inertial dry…
The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the…
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…