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We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…

Statistics Theory · Mathematics 2007-06-13 Serguei Dachian , Yury A. Kutoyants

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

Optimization and Control · Mathematics 2021-01-12 Krzysztof J. Szajowski

We consider stochastic processes arising from dynamical systems simply by evaluating an observable function along the orbits of the system and study marked point processes associated to extremal observations of such time series…

Dynamical Systems · Mathematics 2017-07-07 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mário Magalhães

Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness…

Methodology · Statistics 2010-06-09 Gabriel Lang , Eric Marcon

Our interest is in the scaled joint distribution associated with $k$-increasing subsequences for random involutions with a prescribed number of fixed points. We proceed by specifying in terms of correlation functions the same distribution…

Combinatorics · Mathematics 2007-05-23 Peter J. Forrester , Taro Nagao , Eric M. Rains

The randomized $k$-number partitioning problem is the task to distribute $N$ i.i.d. random variables into $k$ groups in such a way that the sums of the variables in each group are as similar as possible. The restricted $k$-partitioning…

Disordered Systems and Neural Networks · Physics 2007-05-23 Anton Bovier , Irina Kurkova

Consider a stationary Poisson point process in $\mathbb{R}^d$ and connect any two points whenever their distance is less than or equal to a prescribed distance parameter. This construction gives rise to the well known random geometric…

Probability · Mathematics 2017-01-04 Jens Grygierek , Christoph Thaele

The random connection model is a random graph whose vertices are given by the points of a Poisson process and whose edges are obtained by randomly connecting pairs of Poisson points in a position dependent but independent way. We study…

Probability · Mathematics 2018-08-06 Günter Last , Franz Nestmann , Matthias Schulte

Consider an unlimited homogeneous medium disturbed by points generated via Poisson process. The neighborhood of a point plays an important role in spatial statistics problems. Here, we obtain analytically the distance statistics to $k$th…

Statistical Mechanics · Physics 2015-08-11 Cristiano Roberto Fabri Granzotti , Alexandre Souto Martinez

We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…

Functional Analysis · Mathematics 2013-01-16 Almut Burchard , Marc Fortier

We describe a set of new estimators for the N-point correlation functions of point processes. The variance of these estimators is calculated for the Poisson and binomial cases. It is shown that the variance of the unbiased estimator…

Astrophysics · Physics 2007-05-23 Istvan Szapudi , Alexander S. Szalay

If you take a superposition of n IID copies of a point process and thin that by a factor of 1/n, then the resulting process tends to a Poisson point process as n tends to infinity. We give a simple proof of this result that highlights its…

Probability · Mathematics 2026-01-16 Matthew Aldridge

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…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

General sufficient conditions are given for absolute continuity and convergence in variation of the distributions of the unctionals on a probability space, generated by a Poisson point measure. The phase space of the Poisson point measure…

Probability · Mathematics 2010-10-05 Alexey M. Kulik

We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…

Mathematical Physics · Physics 2015-07-22 Michael Baake , Holger Kösters , Robert V. Moody

It is known that the number of points in the largest cluster of a percolating Poisson process restricted to a large finite box is asymptotically normal. In this note, we establish a rate of convergence for the statement. As each point in…

Probability · Mathematics 2023-09-08 Tiffany Y. Y. Lo , Aihua Xia

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

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…

Probability · Mathematics 2015-10-02 Matthias Schulte , Christoph Thaele

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

Probability · Mathematics 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele