Related papers: A factor matching of optimal tail between Poisson …
The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
We compute the two-point correlation function for spin configurations which are obtained by solving the Euclidean matching problem, for one family of points on a grid, and the second family chosen uniformly at random, when the cost depends…
We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the way to "large-trimming" properties of extremal processes and a…
In this article, we show that every stationary random measure on $\mathbb R^d$ that is essentially free (i.e., has no symmetries a.s.) admits a point process as a factor (i.e., as a measurable and translation-equivariant function of the…
We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…
We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…
We show that any application of the technique of unbiased simulation becomes perfect simulation when coalescence of the two coupled Markov chains can be practically assured in advance. This happens when a fixed number of iterations is high…
The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…
The scale-invariant spacings lemma due to Arratia, Barbour and Tavar{\'e} establishes the distributional identity of a self-similar Poisson process and the set of spacings between the points of this process. In this note we connect this…
The matching problem is a notorious combinatorial optimization problem that has attracted for many years the attention of the statistical physics community. Here we analyze the Euclidean version of the problem, i.e. the optimal matching…
The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…
A $d$-dimensional ferromagnetic Ising model on a lattice torus is considered. As the size of the lattice tends to infinity, two conditions ensuring a Poisson approximation for the distribution of the number of occurrences in the lattice of…
Maximum parsimony distance is a measure used to quantify the dissimilarity of two unrooted phylogenetic trees. It is NP-hard to compute, and very few positive algorithmic results are known due to its complex combinatorial structure. Here we…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…
In this paper, we first use the distribution of the number of records to demonstrate that the right tail probabilities of counts of rare events are generally better approximated by the right tail probabilities of Poisson distribution than…
It is shown how piecewise differentiable functions $F: \mathbb R^n \mapsto \mathbb R^m $ that are defined by evaluation programs can be approximated locally by a piecewise linear model based on a pair of sample points $\check x$ and $\hat…
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates…
For the basic case of $L_2$ optimal transport between two probability measures on a Euclidean space, the regularity of the coupling measure and the transport map in the tail regions of these measures is studied. For this purpose, Robert…
The aim of this note is to estimate the tail of the distribution of the number of particles in an interval under determinantal and Pfaffian point processes. The main result of the note is that the square of the number of particles under the…