Related papers: Inhomogeneous Poisson processes in the disk and in…
Let $\mu$ be a nonnegative Borel measure on the unit disk of the complex plane. We characterize those measures $\mu$ such that the general family of spaces of analytic functions, $F(p,q,s)$, which contain many classical function spaces,…
We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameters to take on negative values, modelling inhibition. More…
We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…
We prove quantitative homogenization results for harmonic functions on supercritical continuum percolation clusters--that is, Poisson point clouds with edges connecting points which are closer than some fixed distance. We show that, on…
We prove that, in the coupon collector's problem, the point processes given by the times of $r$-th arrivals for coupons of each type, centered and normalized in a proper way, converge toward a non-homogeneous Poisson point process. This…
We study Voronoi percolation on a large class of $d$-dimensional Riemannian manifolds, which includes the hyperbolic spaces $\mathbb{H}^d$, $d\geq 2$. We prove that as the intensity $\lambda$ of the underlying Poisson point process tends to…
We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…
Let $\mu_p^{(q)}$ be the q-deformed Poisson measure in the sense of Saitoh Yoshida and $\nu_p$ be the measure given by Equation \eqref{eq:nu-q}. In this short paper, we introduce the q-deformed analogue of the Segal-Bargmann transform…
In this article, we study multivariate polynomial interpolation and quadrature rules on non-tensor product node sets related to Lissajous curves and Chebyshev varieties. After classifying multivariate Lissajous curves and the interpolation…
Kostka functions $K^{\pm}_{\lambda, \mu}(t)$ associated to complex reflection groups are a generalization of Kostka polynomials, which are indexed by a pair $\lambda, \mu$ of $r$-partitions and a sign $+, -$. It is expected that there…
We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…
In this paper the discrete Sobolev inner product $$< p,q > =\int p(x) q(x) \,d\mu + \sum_{i=0}^r M_i \, p^{(i)}(c) \, q^{(i)}(c)$$ is considered, where $\mu$ is a finite positive Borel measure supported on an infinite subset of the real…
Macdonald processes are measures on sequences of integer partitions built using the Cauchy summation identity for Macdonald symmetric functions. These measures are a useful tool to uncover the integrability of many probabilistic systems,…
A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…
The Littlewood-Richardson coefficients $c^\nu_{\lambda,\mu}$ are the multiplicities in the tensor product decomposition of two irreducible representations of the general linear group GL$(n, {\mathbb C})$. They are parametrized by the…
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…
It is well known from a result by Shapiro-Shields that in the Hardy spaces, a sequence of reproducing kernels is uniformly minimal if and only if it is an unconditional basis in its span. This property which can be reformulated in terms of…
We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our…
This paper investigates the martingale characterizations of non-homogeneous counting processes and their fractional generalizations. We show that the weighted sum of non-homogeneous Poisson processes (NPPs) is the non-homogeneous…
Let $\kappa \ge 2, \lambda > 1$ and define the multilinear Littlewood-Paley-Stein operators by $$g_{\lambda,\mu}^*(\vec{f})(x) = \bigg(\iint_{\mathbb{R}^{n+1}_{+}} \vartheta_t(x, y) \bigg|\int_{\mathbb{R}^{n \kappa}} s_t(y,\vec{z})…