Related papers: The Poisson Multiplication Formula
Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…
Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility is presented as well as more easily verifiable sufficient…
A symplectic integration of a Poisson manifold $(M,\Lambda)$ is a symplectic groupoid $(\Gamma,\eta)$ which realizes the given Poisson manifold, i.e. such that the space of units $\Gamma_0$ with the induced Poisson structure $\Lambda_0$ is…
Quadratic Poisson brackets on a vector space equipped with a bilinear multiplication are studied. A notion of a bracket compatible with the multiplication is introduced and an effective criterion of such compatibility is given. Among…
We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…
We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstein and the Kolmogorov distance of functionals of a general Poisson process (Poisson random measure). Our approach is based on an iteration of…
We consider some versions and generalizations of an approach to the expansion of iterated Ito stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on generalized multiple Fourier series. Expansions of iterated…
Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…
The problem of finding superintegrable Hamiltonians and their integrals of motion can be reduced to solving a series of compatibility equations that result from the overdetermination of the commutator or Poisson bracket relations. The…
We develop a "motivic integration" version of the Poisson summation formula for function fields, with values in the Grothendieck ring of definable exponential sums. We also study division algebras over the function field, and obtain…
We establish a class of sufficient conditions, ensuring that a sequence of multiple integrals with respect to a free Poisson measure converges to a semicircular limit. We use this result to construct a set of explicit counterexamples,…
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…
We construct a symplectic realization and a bi-hamiltonian formulation of a 3-dimensional system whose solution are the Jacobi elliptic functions. We generalize this system and the related Poisson brackets to higher dimensions. These more…
It is well known that functions in involution with respect to Poisson brackets have a privileged role in the theory of completely integrable systems. Finding functionally independent functions in involution with a given function $h$ on a…
In previous works, we have developed a new Malliavin calculus on the Poisson space based on the lent particle formula. The aim of this work is to prove that, on the Wiener space for the standard Ornstein-Uhlenbeck structure, we also have…
We find optimal conditions on $m$-linear Fourier multipliers to give rise to bounded operators from a product of Hardy spaces $H^{p_j}$, $0<p_j\le 1$, to Lebesgue spaces $L^p$. The conditions we obtain are necessary and sufficient for…
Using a new class of exactly solvable models based on the pairing interaction, we show that it is possible to construct integrable Hamiltonians with a Wigner distribution of nearest neighbor level spacings. However, these Hamiltonians…
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…
Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…
The article is devoted to the expansion of iterated Stratonovich stochastic integrals of second multiplicity into the double series of products of standard Gaussian random variables. The proof of expansion is based on the application of…