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Related papers: Comparing Poisson and Gaussian channels (extended)

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The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated. Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights. The overall smoothing effect of $S$ on…

Statistics Theory · Mathematics 2013-03-04 Vydas Cekanavicius , Aiste Elijio

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential…

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

In this article, we study the smallest distances between the zeros of Gaussian analytic functions over compact Riemann surfaces. Our main result is that, after appropriate rescaling, the point process of the smallest distances converge to a…

Probability · Mathematics 2026-04-30 Renjie Feng , Dong Yao

A continuous-time white Gaussian channel can be formulated using a white Gaussian noise, and a conventional way for examining such a channel is the sampling approach based on the classical Shannon-Nyquist sampling theorem, where the…

Probability · Mathematics 2018-10-19 Xianming Liu , Guangyue Han

We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…

Statistics Theory · Mathematics 2012-02-24 Peter Hall , Tung Pham , M. P. Wand , S. S. J. Wang

We present a method that allows, under suitable equivariance and regularity conditions, to determine the Poisson boundary of a diffusion starting from the Poisson boundary of a sub-diffusion of the original one. We then give two examples of…

Probability · Mathematics 2013-11-19 Jürgen Angst , Camille Tardif

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

This article compares the distributions of integer-valued random variables and Poisson random variables. It considers the total variation and the Wasserstein distance and provides, in particular, explicit bounds on the pointwise difference…

Probability · Mathematics 2021-04-07 Federico Pianoforte , Matthias Schulte

For a continuous-time additive white Gaussian noise (AWGN) channel with possible feedback, it has been shown that as sampling gets infinitesimally fine, the mutual information of the associative discrete-time channels converges to that of…

Information Theory · Computer Science 2020-08-26 Guangyue Han , Shlomo Shamai

Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices,…

Probability · Mathematics 2007-05-23 Hock Peng Chan , Tze Leung Lai

We consider a line network of nodes, connected by additive white Gaussian noise channels, equipped with local feedback. We study the velocity at which information spreads over this network. For transmission of a data packet, we give an…

Information Theory · Computer Science 2024-10-28 Elad Domanovitz , Anatoly Khina , Tal Philosof , Yuval Kochman

Recently, Tian et al. [1] considered joint source-channel coding of transmitting a Gaussian source over $K$-user Gaussian broadcast channel, and derived an outer bound on the admissible distortion region. In [1], they stated "due to its…

Information Theory · Computer Science 2016-11-17 Lei Yu , Houqiang Li , Weiping Li

We prove an exact relationship between the optimal denoising function and the data distribution in the case of additive Gaussian noise, showing that denoising implicitly models the structure of data allowing it to be exploited in the…

Neural and Evolutionary Computing · Computer Science 2017-09-11 Heikki Arponen , Matti Herranen , Harri Valpola

The transport phenomenon of active particles confined in 3D(three dimensional) corrugated confined channel with Gaussian noises is investigated. Large noise intensity perpendicular to the symmetry axis is good for the diffusion and current…

Soft Condensed Matter · Physics 2022-09-01 Bing Wang

This paper is a step-by-step tutorial for fitting a mixture distribution to data. It merely assumes the reader has the background of calculus and linear algebra. Other required background is briefly reviewed before explaining the main…

Other Statistics · Statistics 2020-10-13 Benyamin Ghojogh , Aydin Ghojogh , Mark Crowley , Fakhri Karray

We investigate Ussing's unidirectional fluxes and flux ratios of charged tracers motivated particularly by the insightful proposal of Hodgkin and Keynes on a relation between flux ratios and channel structure. Our study is based on analysis…

Other Quantitative Biology · Quantitative Biology 2016-12-30 Shuguan Ji , Bob Eisenberg , Weishi Liu

We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…

Probability · Mathematics 2024-06-21 Ronan Herry

In this paper, we study two types of optical wireless channels under average-intensity constraints. One is called the Gaussian optical intensity channel, where the channel output models the converted electrical current corrupted by additive…

Information Theory · Computer Science 2025-04-02 Longguang Li

Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a non-parametric Bayesian approach to estimate the intensity…

Statistics Theory · Mathematics 2020-05-21 Shota Gugushvili , Ester Mariucci , Frank van der Meulen

Motivated, in part, by the desire to develop an information-theoretic foundation for compound Poisson approximation limit theorems (analogous to the corresponding developments for the central limit theorem and for simple Poisson…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman