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Using a Poisson bracket representation, in 3D, of the Lie algebra $\mathfrak{sl}(2)$, we first use highest weight representations to embed this into larger Lie algebras. These are then interpreted as symmetry and conformal symmetry algebras…

Exactly Solvable and Integrable Systems · Physics 2018-03-19 Allan P. Fordy , Qing Huang

We introduce the notion of tropicalization for Poisson structures on $\mathbb{R}^n$ with coefficients in Laurent polynomials. To such a Poisson structure we associate a polyhedral cone and a constant Poisson bracket on this cone. There is a…

Symplectic Geometry · Mathematics 2015-05-14 Anton Alekseev , Irina Davydenkova

In the context of Markov processes, we show a new scheme to derive dual processes and a duality function based on a boson representation. This scheme is applicable to a case in which a generator is expressed by boson creation and…

Statistical Mechanics · Physics 2015-05-14 Jun Ohkubo

In this article, we perform quantitative analyses of metastable behavior of an interacting particle system known as the inclusion process. For inclusion processes, it is widely believed that the system nucleates the condensation of…

Probability · Mathematics 2021-02-24 Seonwoo Kim , Insuk Seo

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…

Probability · Mathematics 2021-05-11 Xavier Erny

Poisson's equation plays a fundamental role as a tool for performance evaluation and optimization of Markov chains. For continuous-time birth-death chains with possibly unbounded transition and cost rates as addressed herein, when…

Probability · Mathematics 2022-07-28 José Niño-Mora

We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…

Methodology · Statistics 2021-06-10 Chunyi Zhao , Athanasios Kottas

For $N\in\mathbb{N}$, let $\pi_N$ be the law of the number of fixed points of a random permutation of $\{1, 2, ..., N\}$. Let $\mathcal{P}$ be a Poisson law of parameter 1.A classical result shows that $\pi_N$ converges to $\mathcal{P}$ for…

Probability · Mathematics 2023-05-05 Persi Diaconis , Laurent Miclo

We construct an infinitely exchangeable process on the set $\cate$ of subsets of the power set of the natural numbers $\mathbb{N}$ via a Poisson point process with mean measure $\Lambda$ on the power set of $\mathbb{N}$. Each $E\in\cate$…

Statistics Theory · Mathematics 2011-10-25 Harry Crane

The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…

Probability · Mathematics 2010-01-12 Kenji Handa

Take S to be a 4-dimensional Sklyanin (elliptic) algebra that is module-finite over its center Z; thus, S is PI. Our first result is the construction of a Poisson Z-order structure on S such that the induced Poisson bracket on Z is…

Representation Theory · Mathematics 2021-09-20 Chelsea Walton , Xingting Wang , Milen Yakimov

We consider the Gibbs measure of a general interacting particle system for a certain class of ``weakly interacting" kernels. In particular, we show that the local point process converges to a Poisson point process as long as the inverse…

Probability · Mathematics 2025-06-18 David Padilla-Garza , Luke Peilen , Eric Thoma

Let $\sigma$ be a non-atomic, infinite Radon measure on $\mathbb R^d$, for example, $d\sigma(x)=z\,dx$ where $z>0$. We consider a system of freely independent particles $x_1,\dots,x_N$ in a bounded set $\Lambda\subset\mathbb R^d$, where…

Probability · Mathematics 2016-03-02 Marek Bożejko , José Luís da Silva , Tobias Kuna , Eugene Lytvynov

We introduce a mltiparameter version of Skellam point process via multiparameter Poisson processes. Its distributional properties are studied in detail. Its compound representation is derived for a particular case. Also, its Riemann…

Probability · Mathematics 2025-09-17 Pradeep Vishwakarma

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

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…

Mathematical Physics · Physics 2019-07-17 Michael Baake , Matthias Birkner , Robert V. Moody

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

The authors present a method of indicator random processes, applicable to constructing models of jump processes associated with diffusion process. Indicator random processes are processes that take only two values: 1 and 0, in accordance…

Dynamical Systems · Mathematics 2024-02-06 Valery Doobko , Elena Karachanskaya

Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…

Methodology · Statistics 2015-03-17 Joan Bruna , Stéphane Mallat , Emmanuel Bacry , Jean-François Muzy

Computational study of molecules and materials from first principles is a cornerstone of physics, chemistry, and materials science, but limited by the cost of accurate and precise simulations. In settings involving many simulations, machine…

Computational Physics · Physics 2022-03-17 Marcel F. Langer , Alex Goeßmann , Matthias Rupp
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