English
Related papers

Related papers: Poisson approximation for stochastic processes sum…

200 papers

As part of a general theory for the isomorphism problem for actions of amenable groups, Ornstein and Weiss (J. Anal. Math. 48:1-141,1987) proved that any two Poisson point processes are isomorphic as measure-preserving actions. We give an…

Probability · Mathematics 2019-11-01 Terry Soo , Amanda Wilkens

We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…

Probability · Mathematics 2007-05-23 Yu. Baryshnikov , J. E. Yukich

We consider Robinson-Schensted-Knuth algorithm applied to a random input and study the growth of the bottom rows of the corresponding Young diagrams. We prove multidimensional Poisson limit theorem for the resulting Plancherel growth…

Probability · Mathematics 2023-01-02 Mikołaj Marciniak , Łukasz Maślanka , Piotr Śniady

Given a simple transient random walk $(S_n)_{n\geq 0}$ in $\mathbf{Z}$ and a stationary sequence of real random variables $(\xi(s))_{s\in \mathbf{Z}}$, we investigate the extremes of the sequence $(\xi(S_n))_{n\geq 0}$. Under suitable…

Probability · Mathematics 2022-12-20 Nicolas Chenavier , Ahmad Darwiche , Arnaud Rousselle

We provide a Poisson approximation result for dependent thinnings of Gibbs point processes as well as qualitative and quantitative central limit theorems for geometric functionals of Gibbs point processes in increasing observation windows.…

Probability · Mathematics 2026-01-27 Christian Hirsch , Moritz Otto , Anne Marie Svane

The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics. Events are frequently weighted according to their acceptance or…

Data Analysis, Statistics and Probability · Physics 2015-06-17 G. Bohm , G. Zech

In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…

Methodology · Statistics 2021-10-26 Ramajeyam Tharshan , Pushpakanthie Wijekoon

We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…

Probability · Mathematics 2012-04-18 Giovanni Peccati

We prove the asymptotic functional Poisson laws in the total variation norm and obtain estimates of the corresponding convergence rates for a large class of hyperbolic dynamical systems. These results generalize the ones obtained before in…

Dynamical Systems · Mathematics 2021-07-07 Leonid Bunimovich , Yaofeng Su

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

Neural computations arising from myriads of interactions between spiking neurons can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this…

Probability · Mathematics 2024-04-09 Michel Davydov

We provide a new general theorem for multivariate normal approximation on convex sets. The theorem is formulated in terms of a multivariate extension of Stein couplings. We apply the results to a homogeneity test in dense random graphs and…

Probability · Mathematics 2016-08-14 Xiao Fang , Adrian Röllin

Extensive amenability is a property of group actions which has recently been used as a tool to prove amenability of groups. We study this property and prove that it is preserved under a very general construction of semidirect products. As…

Group Theory · Mathematics 2021-03-26 Kate Juschenko , Nicolás Matte Bon , Nicolas Monod , Mikael de la Salle

We consider the problem of parameter estimation by observations of inhomogeneous Poisson process. It is well-known that if the regularity conditions are fulfilled then the maximum likelihood and Bayesian estimators are consistent,…

Statistics Theory · Mathematics 2009-03-27 Yury A. Kutoyants

For any countable group with infinite conjugacy classes we construct a family of forests on the group. For each of them there is a random walk on the group with the property that its sample paths almost surely converge to the geometric…

Group Theory · Mathematics 2019-03-07 Anna Erschler , Vadim Kaimanovich

In this paper we obtain the limit distribution for partial sums with a random number of terms following a class of mixed Poisson distributions. The resulting weak limit is a mixing between a normal distribution and an exponential family,…

Probability · Mathematics 2020-05-08 Wagner Barreto-Souza , Gabriela Oliveira , Roger W. C. Silva

We introduce a class of random graphs that we argue meets many of the desiderata one would demand of a model to serve as the foundation for a statistical analysis of real-world networks. The class of random graphs is defined by a…

Statistics Theory · Mathematics 2015-12-11 Victor Veitch , Daniel M. Roy

In this article, we investigate posterior convergence of nonparametric binary and Poisson regression under possible model misspecification, assuming general stochastic process prior with appropriate properties. Our model setup and objective…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

An exchangeable pair approach is commonly taken in the normal and non-normal approximation using Stein's method. It has been successfully used to identify the limiting distribution and provide an error of approximation. However, when the…

Probability · Mathematics 2021-04-28 Qi-Man Shao , Zhuo-Song Zhang

The paper considers the properties of pseudo stationarity in a broad sense and pseudo strong mixing for sequences of random variables corresponding to arithmetic functions. Assertions on this topic have been proven. The implementation of…

Number Theory · Mathematics 2019-06-19 Victor Volfson
‹ Prev 1 8 9 10 Next ›