Related papers: Concentration on Poisson spaces via modified $\Phi…
We study the convergence of the Method of Reflections for the Dirichlet problem of the Poisson and the Stokes equations in perforated domains which consist in the exterior of balls. We prove that the method converges if the balls are…
Sobolev-type inequalities have been extensively studied in the frameworks of real-valued functions and non-commutative $\mathbb{L}_p$ spaces, and have proven useful in bounding the time evolution of classical/quantum Markov processes, among…
We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use…
We prove higher order concentration bounds for functions on Stiefel and Grassmann manifolds equipped with the uniform distribution. This partially extends previous work for functions on the unit sphere. Technically, our results are based on…
We obtain an improved Sobolev inequality in H^s spaces involving Morrey norms. This refinement yields a direct proof of the existence of optimizers and the compactness up to symmetry of optimizing sequences for the usual Sobolev embedding.…
This work studies nonparametric Bayesian estimation of the intensity function of an inhomogeneous Poisson point process in the important case where the intensity depends on covariates, based on the observation of a single realisation of the…
We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…
We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of the moments of Markovian growth-collapse processes. This extends existing formulas for mean and variance available in the…
Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…
We establish Sobolev-Poincar\'e inequalities for piecewise $W^{1,p}$ functions over families of fairly general polytopic (thence also shape-regular simplicial and Cartesian) meshes in any dimension; amongst others, they cover the case of…
We give a new proof of the compactness of minimizing sequences of the Sobolev inequalities in the critical case. Our approach relies on a simplified version of the concentration-compactness principle, which does not require any refinement…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
Let $X$ be a Poisson point process and $K\subset\mathbb{R}^d$ a measurable set. Construct the Voronoi cells of all points $x\in X$ with respect to $X$, and denote by $v_X(K)$ the union of all Voronoi cells with nucleus in $K$. For $K$ a…
We focus on the estimation of the intensity of a Poisson process in the presence of a uniform noise. We propose a kernel-based procedure fully calibrated in theory and practice. We show that our adaptive estimator is optimal from the oracle…
The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…
Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…
This paper deals with feature selection procedures for spatial point processes intensity estimation. We consider regularized versions of estimating equations based on Campbell theorem derived from two classical functions: Poisson likelihood…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
The present paper is devoted to a theory of profile decomposition for bounded sequences in \emph{homogeneous} Sobolev spaces, and it enables us to analyze the lack of compactness of bounded sequences. For every bounded sequence in…
Using Fourier series representations of functions on axisymmetric domains, we find weighted Sobolev norms of the Fourier coefficients of a function that yield norms equivalent to the standard Sobolev norms of the function. This…