Related papers: Reversible Poisson-Kirchhoff Systems
We first study crossing statistics in random connection models (RCM) built on marked Poisson point processes on $\mathbb R^d$. Under general assumptions, we show exponential tail bounds for the number of crossings of a box contained in the…
In this paper, we propose a discrete circular distribution obtained by extending the wrapped Poisson distribution. This new distribution, the Invariant Wrapped Poisson (IWP), enjoys numerous advantages: simple tractable density,…
A connection between integrability properties and general statistical properties of the spectra of symmetric transfer matrices of the asymmetric eight-vertex model is studied using random matrix theory (eigenvalue spacing distribution and…
We prove a complete characterization of the extremal invariant measures for half-space geometric last-passage percolation with an arbitrary boundary parameter. This is the first result of its kind for a model in the KPZ universality class…
We investigate random graphs on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point carries an independent random mark and given marks and…
We give a construction of a Poisson transform mapping density valued differential forms on generalized flag manifolds to differential forms on the corresponding Riemannian symmetric spaces, which can be described entirely in terms of finite…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
We investigate continuum percolation for Cox point processes, that is, Poisson point processes driven by random intensity measures. First, we derive sufficient conditions for the existence of non-trivial sub- and super-critical percolation…
Volume-fraction expressions are obtained for the systems of an infinite number of parallel planes arranged both regularly and randomly. As a special case of random arrangement, a non-Poissonian point process (the second-order Erlang…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…
The logistic regression model is known to converge to a Poisson point process model if the binary response tends to infinitely imbalanced. In this paper, it is shown that this phenomenon is universal in a wide class of link functions on…
We discover a new property of the stochastic colored six-vertex model called flip-invariance. We use it to show that for a given collection of observables of the model, any transformation that preserves the distribution of each individual…
This paper deals with the typical cell in a Poisson line tessellation in the plane whose directional distribution is concentrated on three equally spread values with possibly different weights. Such a random polygon can only be a triangle,…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…
In this article, we study a model of random permutations, which we call random standardized permutations, based on a sequence of i.i.d. random variables. This model generalizes others, such as the riffle-shuffle and the major-index-biased…
We establish a microstructural foundation of the rough Bergomi model. Specifically, we consider a sequence of order driven financial market models where orders to buy or sell an asset arrive according to a Poisson process and have a long…
Cylindrical gravitational waves of Einstein gravity are described by an integrable system (Ernst system) whose quantization is a long standing problem. We propose to bootstrap the quantum theory along the following lines: The quantum theory…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
A Lie system is a nonautonomous system of first-order differential equations possessing a superposition rule, i.e. a map expressing its general solution in terms of a generic finite family of particular solutions and some constants.…