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Using the Palm measure notion, we prove the existence of the diffraction measure of all stationary and ergodic point processes. We get precise expressions of those measures in the case of specific processes : stochastic subsets of Z^d, sets…

Probability · Mathematics 2007-05-23 Jean-Baptiste Gouéré

The present state of mathematical diffraction theory for systems with continuous spectral components is reviewed and extended. We begin with a discussion of various characteristic examples with singular or absolutely continuous diffraction,…

Mathematical Physics · Physics 2015-10-30 Michael Baake , Matthias Birkner , Uwe Grimm

The main result of this note is that the shift of the parameter by 1 in the parameter space of decomposing measures in the problem of harmonic analysis on the infinite-dimensional unitary group corresponds to the taking of the reduced Palm…

Probability · Mathematics 2024-01-02 Alexander I. Bufetov

In this work, we define the notion of unimodular random measured metric spaces as a common generalization of various other notions. This includes the discrete cases like unimodular graphs and stationary point processes, as well as the…

Probability · Mathematics 2023-04-07 Ali Khezeli

For a Pfaffian point process we show that its Palm measures, its normalised compositions with multiplicative functionals, and its conditional measures with respect to fixing the configuration in a bounded subset are Pfaffian point processes…

Probability · Mathematics 2019-12-24 Alexander I. Bufetov , Fabio Deelan Cunden , Yanqi Qiu

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…

Probability · Mathematics 2009-03-16 Samuel Herrmann Julian Tugaut

We consider the gamma process perturbed by a Brownian motion (independent of the gamma process) as a degradation model. Parameters estimation is studied here. We assume that $n$ independent items are observed at irregular instants. From…

Methodology · Statistics 2010-06-16 Laurent Bordes , Christian Paroissin , Ali Salami

We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…

Probability · Mathematics 2011-02-24 Nicolas Privault

We prove that the stationary measures for the free-energy increment process for the geometric last passage percolation (LPP) and log-gamma polymer model on a diagonal strip is given by a marginal of a two-layer Gibbs measure with a simple…

Probability · Mathematics 2024-06-18 Guillaume Barraquand , Ivan Corwin , Zongrui Yang

We introduce and study invariant (weighted) transport-kernels balancing stationary random measures on a locally compact Abelian group. The first main result is an associated fundamental invariance property of Palm measures, derived from a…

Probability · Mathematics 2009-06-12 Günter Last , Hermann Thorisson

We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…

Statistics Theory · Mathematics 2024-08-20 Ly Viet Hoang , Evgeny Spodarev

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…

Probability · Mathematics 2019-05-01 Frank Aurzada , Nadine Guillotin-Plantard , Françoise Pène

In this paper, we study perturbation of Hilbert-Schmidt frames under structured modifications, where the perturbation takes the form of replacing finitely or infinitely many frame elements. We establish explicit criteria under which the…

Functional Analysis · Mathematics 2026-05-13 Jyoti , Lalit Kumar Vashisht

We calculate the propagator of a particle caught in a Paul trap and subject to the continuous quantum measurement of its position. The probabilities of the measurement outputs, the possible trajectories of the particle, are also found. This…

Quantum Physics · Physics 2009-10-31 A. Camacho , A. Camacho-Galvan

In this short note, we prove that conformal classes which are small perturbations of a product conformal class on a product with a standard sphere admit a metric extremal for some Laplace eigenvalue. As part of the arguments we obtain…

Differential Geometry · Mathematics 2019-09-09 Henrik Matthiesen

We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…

Probability · Mathematics 2025-06-09 Michael A. Klatt , Günter Last , Luca Lotz , D. Yogeshwaran

A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a…

Probability · Mathematics 2019-05-03 Zuopeng Fu , Yizao Wang

Admissible perturbations (i.e., perturbations that do not change the Mironenko reflecting function of the system) are obtained for an autonomous three-dimensional quadratic generalized Langford system with five parameters. The obtained…

Classical Analysis and ODEs · Mathematics 2022-03-22 Eduard Musafirov , Alexander Grin , Andrei Pranevich

We study the mutual regularity properties of Palm measures of point processes, and establish that a key determining factor for these properties is the rigidity-tolerance behaviour of the point process in question (for those processes that…

Probability · Mathematics 2016-11-23 Subhro Ghosh
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