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The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…

Statistics Theory · Mathematics 2012-02-17 Wray Buntine , Marcus Hutter

We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities $v_1$ and $v_2$. We assume that the sequences of random times concerning the motions along…

Probability · Mathematics 2023-10-17 Antonio Di Crescenzo , Antonella Iuliano , Verdiana Mustaro , Gabriella Verasani

It is well known that, under broad assumptions, the time-scaled point process of exceedances of a high level by a stationary sequence converges to a compound Poisson process as the level grows. The purpose of this note is to demonstrate…

Probability · Mathematics 2015-03-17 Konstantin Borovkov , Serguei Novak

In counting experiments, one can set an upper limit on the rate of a Poisson process based on a count of the number of events observed due to the process. In some experiments, one makes several counts of the number of events, using…

Data Analysis, Statistics and Probability · Physics 2014-11-20 Patrick J. Sutton

Traditionally, fractional counting processes, such as the fractional Poisson process, etc. have been defined using fractional differential and integral operators. Recently, Laskin (2024) introduced a generalized fractional counting process…

Probability · Mathematics 2024-12-06 Shilpa Garg , Ashok Kumar Pathak , Aditya Maheshwari

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

Probability · Mathematics 2012-12-11 Matthias Schulte , Christoph Thaele

Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

Classical Analysis and ODEs · Mathematics 2013-10-14 Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

We study quantitative recurrence to rare events in Countable Markov Shifts with recurrent potentials, focusing on return-time statistics to natural target sets for every point. In the positive recurrent case, return-time processes…

Dynamical Systems · Mathematics 2025-12-16 Dylan Bansard-Tresse

We prove that, contrary to the standard quantum theory of continuous observation, in the formalism of Event Enhanced Quantum Theory the stochastic process generating individual sample histories of pairs (observed quantum system, observing…

Quantum Physics · Physics 2008-11-26 A. Jadczyk , G. Kondrat , R. Olkiewicz -

The authors present a method of indicator random processes, applicable to constructing models of jump processes associated with diffusion process. Indicator random processes are processes that take only two values: 1 and 0, in accordance…

Dynamical Systems · Mathematics 2024-02-06 Valery Doobko , Elena Karachanskaya

The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…

Applications · Statistics 2019-05-17 Arrigo Coen , Beatriz Godínez-Chaparro

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

Construct a random set by independently selecting each finite subset of the integers with some probability depending on the set up to translations and taking the union of the selected sets. We show that when the only sets selected with…

Probability · Mathematics 2025-06-06 Yinon Spinka

Given a homogeneous Poisson process on ${\mathbb{R}}^d$ with intensity $\lambda$, we prove that it is possible to partition the points into two sets, as a deterministic function of the process, and in an isometry-equivariant way, so that…

Probability · Mathematics 2011-12-09 Alexander E. Holroyd , Russell Lyons , Terry Soo

In this paper we give a historical account of the development of Poisson approximation using Stein's method and present some of the main results. We give two recent applications, one on maximal arithmetic progressions and the other on…

Probability · Mathematics 2013-10-09 Louis H. Y. Chen , Adrian Röllin

This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailor-made to address inferential questions arising in a wide range of…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James

A new two-parameter discrete distribution, namely the PoiG distribution is derived by the convolution of a Poisson variate and an independently distributed geometric random variable. This distribution generalizes both the Poisson and…

Methodology · Statistics 2024-07-11 Anupama Nandi , Subrata Chakraborty , Aniket Biswas

We study a general non-homogeneous Skellam-type process with jumps of arbitrary fixed size. We express this process in terms of a linear combination of Poisson processes and study several properties, including the summation of independent…

Probability · Mathematics 2025-04-11 Fabrizio Cinque , Enzo Orsingher

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

Methodology · Statistics 2021-10-19 Rafael Weißbach , Dominik Wied

This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and…

Methodology · Statistics 2020-02-12 Giulia Carallo , Roberto Casarin , Christian P. Robert
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