Related papers: Point processes and the infinite symmetric group. …
Starting from first principles, we derive the fundamental equations that relate the $n$-point correlation functions in real and redshift space. Our result generalises the so-called `streaming model' to higher-order statistics: the full…
We investigate different geometrical properties of the inhomogeneous Poisson point process $\Lambda_{\mu}$ associated to a positive, locally finite, $\sigma$-finite measure $\mu$ on the unit disk. In particular, we characterize the…
We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…
For a class of symplectic manifolds, we introduce a functional which assigns a real number to any pair of continuous functions on the manifold. This functional has a number of interesting properties. On the one hand, it is Lipschitz with…
Geometrical model of structure of the universe is examined to obtain analytical expression for the two points nonlinear correlation function. According to the model the objects (galaxies) are concentrated into two types of structure…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…
The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on…
This paper presents a noncommutative theory of symmetric functions, based on the notion of quasi-determinant. We begin with a formal theory, corresponding to the case of symmetric functions in an infinite number of independent variables.…
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…
A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…
The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…
A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by…
We present a perfect simulation algorithm for measures that are absolutely continuous with respect to some Poisson process and can be obtained as invariant measures of birth-and-death processes. Examples include area- and…
A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…
In this paper, we consider a coherent theory about the asymptotic representations for a family of inequality indices called Theil-Like Inequality Measures (TLIM), within a Gaussian field. The theory uses the functional empirical process…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…