Related papers: On the generating function of the Pearcey process
A general formulation of scalar hysteresis is proposed. This formulation is based on two steps. First, a generating function g(x) is associated with an individual system, and a hysteresis evolution operator is defined by an appropriate…
We give a formula for the bivariate generating function of a stationary 1-dependent counting process in terms of its run probability generating function, with a probabilistic proof. The formula reduces to the well known bivariate generating…
A universal process of a process calculus is one that, given the G\"{o}del index of a process of a certain type, produces a process equivalent to the encoded process. This paper demonstrates how universal processes can be formally defined…
The problem of exactly generating a general random process (target process) by using another general random process (coin process) is studied. The performance of the interval algorithm, introduced by Han and Hoshi, is analyzed from the…
In this paper, we develop two stochastic models where the variable under consideration follows Harris distribution. The mean and variance of the processes are derived and the processes are shown to be non-stationary. In the second model,…
It is well known that one can map certain properties of random matrices, fermionic gases, and zeros of the Riemann zeta function to a unique point process on the real line. Here we analytically provide exact generalizations of such a point…
Score-based diffusion models generate samples from an unknown target distribution using a time-reversed diffusion process. While such models represent state-of-the-art approaches in industrial applications such as artificial image…
The Hammersley process relates to the statistical properties of the maximum length of all up/right paths connecting random points of a given density in the unit square from (0,0) to (1,1). This process can also be interpreted in terms of…
We show how the combined use of the generating function method and of the theory of multivariable Hermite polynomials is naturally suited to evaluate integrals of gaussian functions and of multiple products of Hermite polynomials.
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…
We can find in the literature several convergent and/or asymptotic expansions of the Pearcey integral $P(x,y)$ in different regions of the complex variables $x$ and $y$, but they do not cover the whole complex $x$ and $y$ planes. The…
We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution…
This paper is concerned with the characterizations of fixed points of the generating function of branching processes with countably infinitely many types. We assume each particle of type $i$ can only give offspring of type $j\geq i$, whose…
U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…
Hypergraphs are structures that can be decomposed or described; in other words they are recursively countable. Here, we get exact and asymptotic enumeration results on hypergraphs by means of exponential generating functions. The number of…
A theorem of Meinardus provides asymptotics of the number of weighted partitions under certain assumptions on associated ordinary and Dirichlet generating functions. The ordinary generating functions are closely related to Euler's…
We compute the generating function of random planar quadrangulations with three marked vertices at prescribed pairwise distances. In the scaling limit of large quadrangulations, this discrete three-point function converges to a simple…
In a celebrated paper, Dyson shows that the spectrum of an n\times n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together by a drift term. The universal edge…
D. S. Hong and P. Pongsriiam have provided a necessary and sufficient condition for the generating function for Fibonacci numbers (resp. the Lucas numbers) to be an integer value, for rational numbers. In other words, their results relate…