English
Related papers

Related papers: Quantitative Limit Theorems for Cox-Poisson and Co…

200 papers

We present an adaptation of Stein's method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit…

Probability · Mathematics 2017-01-12 Olli Hella , Juho Leppänen , Mikko Stenlund

We study a local thinning $T_r$ that retains a point with probability $p(n_r)$, where $n_r$ counts neighbors within radius $r$. For Poisson input with spatially varying intensity, we obtain an exact intensity via a Poisson--mixture formula…

Probability · Mathematics 2025-11-14 Kateryna Hlyniana

Random point patterns are ubiquitous in nature, and statistical models such as point processes, i.e., algorithms that generate stochastic collections of points, are commonly used to simulate and interpret them. We propose an application of…

Quantum Physics · Physics 2020-03-04 Soran Jahangiri , Juan Miguel Arrazola , Nicolás Quesada , Nathan Killoran

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

Probability · Mathematics 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

[B{\l}aszczyszyn, Yogeshwaran and Yukich (2019)] established central limit theorems for geometric statistics of point processes having fast decay dependence. As limit theorems are of limited use unless we understand their errors involved in…

Probability · Mathematics 2022-05-27 Tianshu Cong , Aihua Xia

Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric Binomial distribution. Under appropriate smoothness properties of the summands, the same order of accuracy as in the…

Probability · Mathematics 2007-05-23 Adrian Röllin

We prove an exact fourth moment bound for the normal approximation of random variables belonging to the Wiener chaos of a general Poisson random measure. Such a result -- that has been elusive for several years -- shows that the so-called…

Probability · Mathematics 2021-04-01 Christian Döbler , Giovanni Peccati

Let $\Delta\subsetneq\V$ be a proper subset of the vertices $\V$ of the defining graph of an irreducible and aperiodic shift of finite type $(\Sigma_{A}^{+},\S)$. Let $\Sigma_{\Delta}$ be the subshift of allowable paths in the graph of…

Dynamical Systems · Mathematics 2008-04-17 J. -R. Chazottes , Z. Coelho , P. Collet

We study point processes on the real line whose configurations $X$ are locally finite, have a maximum and evolve through increments which are functions of correlated Gaussian variables. The correlations are intrinsic to the points and…

Probability · Mathematics 2010-10-26 Louis-Pierre Arguin , Michael Aizenman

We prove quantitative homogenization results for harmonic functions on supercritical continuum percolation clusters--that is, Poisson point clouds with edges connecting points which are closer than some fixed distance. We show that, on…

Probability · Mathematics 2025-09-15 Scott Armstrong , Raghavendra Venkatraman

We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…

Probability · Mathematics 2020-06-16 Chinmoy Bhattacharjee , Ilya Molchanov

Consider a stationary Poisson process in a $d$-dimensional hyperbolic space. For $R>0$ define the point process $\xi_R^{(k)}$ of exceedance heights over a suitable threshold of the hyperbolic volumes of $k$th nearest neighbour balls centred…

Probability · Mathematics 2023-03-16 Moritz Otto , Christoph Thaele

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

This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…

Statistics Theory · Mathematics 2019-12-10 Huiming Zhang , Xiaoxu Wu

In this paper, we extend the notion of Cauchy-Schwarz divergence to point processes and establish that the Cauchy-Schwarz divergence between the probability densities of two Poisson point processes is half the squared…

Information Theory · Computer Science 2015-07-21 Hung Gia Hoang , Ba-Ngu Vo , Ba-Tuong Vo , Ronald Mahler

This paper develops the large deviations theory for the point process associated with the Euclidean volume of $k$-nearest neighbor balls centered around the points of a homogeneous Poisson or a binomial point processes in the unit cube. Two…

Probability · Mathematics 2022-10-25 Christian Hirsch , Taegyu Kang , Takashi Owada

The aim of this paper is to establish rates of convergence to Gaussianity for wavelet coefficients on circular Poisson random fields. This result is established by using the Stein-Malliavin techniques introduced by Peccati and Zheng (2011)…

Statistics Theory · Mathematics 2015-04-03 Claudio Durastanti

We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Ess\'een bounds in Central Limit Theorems (CLTs) involving multiple Wiener-It\^o integrals with respect to a general…

Probability · Mathematics 2008-08-01 Giovanni Peccati , Josep Lluís Solé , Murad S. Taqqu , Frederic Utzet

Consider the point process (in $\mathbb{R}^d$) of local maxima of smooth Gaussian fields, with sufficient decay of correlation at infinity, above a level $u$. We show that this point process, rescaled appropriately, converges weakly to a…

Probability · Mathematics 2026-02-25 Dmitry Beliaev , Akshay Hegde

We rigorously derive a homogenized model for the Poisson--Nernst--Planck (PNP) equations for the case of multiple species defined on a periodic porous medium in spatial dimensions two and three. This extends the previous homogenization…

Analysis of PDEs · Mathematics 2026-02-02 Apratim Bhattacharya
‹ Prev 1 3 4 5 6 7 10 Next ›