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Berry Esseen type bounds to the normal, based on zero- and size-bias couplings, are derived using Stein's method. The zero biasing bounds are illustrated with an application to combinatorial central limit theorems where the random…

Probability · Mathematics 2007-05-23 Larry Goldstein

We consider the random connection model in which an edge between two Poisson points at distance $r$ is present with probability $g(r)$. We conduct an extreme value analysis on this model, namely by investigating the longest edge with at…

Probability · Mathematics 2024-07-11 Arnaud Rousselle , Ercan Sönmez

We establish fundamental limits on estimation accuracy for the noisy 20 questions problem with measurement-dependent noise and introduce optimal non-adaptive procedures that achieve these limits. The minimal achievable resolution is defined…

Information Theory · Computer Science 2021-01-12 Lin Zhou , Alfred Hero

In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergence of a nearly unstable Hawkes process toward a…

Probability · Mathematics 2025-06-16 Laure Coutin , Benjamin Massat , Anthony Réveillac

Consider a spherical Poisson Boolean model $Z$ in Euclidean $d$-space with $d \geq 2$, with Poisson intensity $t$ and radii distributed like $rY$ with $r \geq 0$ a scaling parameter and $Y$ a fixed nonnegative random variable with finite…

Probability · Mathematics 2025-06-12 Mathew D. Penrose , Xiaochuan Yang

Poisson distributed measurements in inverse problems often stem from Poisson point processes that are observed through discretized or finite-resolution detectors, one of the most prominent examples being positron emission tomography (PET).…

Statistics Theory · Mathematics 2024-07-25 Marco Mauritz , Benedikt Wirth

It is proposed that the $O(n)$ spin and geometrical percolation models can help to study the QCD phase diagram due to the universality properties of the phase transition. In this paper, correlations and fluctuations of various sizes of…

High Energy Physics - Phenomenology · Physics 2021-07-30 Lizhu Chen , Yeyin Zhao , Xiaobing Li , Zhiming Li , Yuanfang Wu

In a previous paper, we studied a kernel estimate of the upper edge of a two-dimensional bounded set, based upon the extreme values of a Poisson point process. The initial paper "Geffroy J. (1964) Sur un probl\`eme d'estimation…

Statistics Theory · Mathematics 2012-09-03 Stéphane Girard , Pierre Jacob

We obtain non asymptotic concentration bounds for two kinds of stochastic approximations. We first consider the deviations between the expectation of a given function of the Euler scheme of some diffusion process at a fixed deterministic…

Probability · Mathematics 2012-12-12 Noufel Frikha , Stephane Menozzi

Project a collection of points on the high-dimensional sphere onto a random direction. If most of the points are sufficiently far from one another in an appropriate sense, the projection is locally close in distribution to the Poisson point…

Probability · Mathematics 2011-06-27 Itai Benjamini , Oded Schramm , Sasha Sodin

A model of Poissonian observation having a jump (change-point) in the intensity function is considered. Two cases are studied. The first one corresponds to the situation when the jump size converges to a non-zero limit, while in the second…

Statistics Theory · Mathematics 2015-02-25 Serguei Dachian , Lin Yang

The stable-regenerative multiple-stable model has been shown recently to have distinct candidate extremal index and extremal index. To understand further this rare phenomenon, two more results are established here for the double-stable…

Probability · Mathematics 2024-10-10 Shuyang Bai , Rafał Kulik , Yizao Wang

In a new type of percolation phase transition, which was observed in a set of non-equilibrium models, each new connection between vertices is chosen from a number of possibilities by an Achlioptas-like algorithm. This causes preferential…

Disordered Systems and Neural Networks · Physics 2015-06-18 R. A. da Costa , S. N. Dorogovtsev , A. V. Goltsev , J. F. F. Mendes

Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…

Probability · Mathematics 2018-07-30 Laure Coutin , Laurent Decreusefond

We study the percolation properties of the growing clusters model. In this model, a number of seeds placed on random locations on a lattice are allowed to grow with a constant velocity to form clusters. When two or more clusters eventually…

Statistical Mechanics · Physics 2015-05-18 Nikolaos Tsakiris , Michail Maragakis , Kosmas Kosmidis , Panos Argyrakis

We obtain Stein approximation bounds for stochastic integrals with respect to a Poisson random measure over ${\Bbb R}^d$, $d\geq 2$. This approach relies on third cumulant Edgeworth-type expansions based on derivation operators defined by…

Probability · Mathematics 2018-06-04 Nicolas Privault

Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density $f_0$ of its jump sizes, as well as of its intensity $\lambda_0.$ We take a Bayesian approach to the problem and…

Statistics Theory · Mathematics 2023-02-27 Shota Gugushvili , Frank van der Meulen , Peter Spreij

We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…

Probability · Mathematics 2024-06-10 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

We establish fundamental limits on estimation accuracy for the noisy 20 questions problem with measurement-dependent noise and introduce optimal non-adaptive procedures that achieve these limits. The minimal achievable resolution is defined…

Information Theory · Computer Science 2021-01-12 Lin Zhou , Alfred Hero

Fix a container polygon $P$ in the plane and consider the convex hull $P_n$ of $n\geq 3$ independent and uniformly distributed in $P$ random points. In the focus of this paper is the vertex number of the random polygon $P_n$. The precise…

Probability · Mathematics 2022-04-26 Anna Gusakova , Matthias Reitzner , Christoph Thäle
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