Related papers: Separated determinantal point processes and genera…
Poisson processes of so-called $\lambda$-geodesic hyperplanes in $d$-dimensional hyperbolic space are studied for $0\leq\lambda\leq 1$. The case $\lambda=0$ corresponds to genuine geodesic hyperplanes, the case $\lambda=1$ to horospheres…
We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…
We give a general framework for approximations to combinatorial assemblies, especially suitable to the situation where the number $k$ of components is specified, in addition to the overall size $n$. This involves a Poisson process, which,…
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…
A poisson process $P_{\lambda}$ on $\mathbb{R}^{d}$ with causal structure inherited from the the usual Minkowski metric on $\mathbb{R}^{d}$ has a normalised discrete causal distance $D_{\lambda}(x,y)$ given by the height of the longest…
We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on…
It is well known that one can map certain properties of random matrices, fermionic gases, and zeros of the Riemann zeta function to a unique point process on the real line. Here we analytically provide exact generalizations of such a point…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
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,…
We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…
Although the Poisson point process (PPP) has been widely used to model base station (BS) locations in cellular networks, it is an idealized model that neglects the spatial correlation among BSs. The present paper proposes the use of…
Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
Determinantal point processes (DPPs) are repulsive point processes where the interaction between points depends on the determinant of a positive-semi definite matrix. The contributions of this paper are two-fold. First of all, we introduce…
In this paper, we generalize the combinatorial Laplace operator of Horak and Jost by introducing the $\phi$-weighted coboundary operator induced by a weight function $\phi$. Our weight function $\phi$ is a generalization of Dawson's…
We develop a coordinate-free probabilistic framework for determinantal point processes associated with Bergman kernels on compact complex manifolds. The basic issue is that Bergman kernels are naturally line-bundle-valued:…
The present paper develops two concepts of pointwise differentiability of higher order for arbitrary subsets of Euclidean space defined by comparing their distance functions to those of smooth submanifolds. Results include that…
We show that the chaos representation of some Compound Poisson Type processes displays an underlying intrinsic combinatorial structure, partly independent of the chosen process. From the computational viewpoint, we solve the arising…
We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…
Suppose that $X=\{X_t, t\ge 0\}$ is a supercritical superprocess on a locally compact separable metric space $(E, m)$. Suppose that the spatial motion of $X$ is a Hunt process satisfying certain conditions and that the branching mechanism…