相关论文: Wentzel-Freidlin estimates for jump processes in s…

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random…

In the paper we prove a new upper bound for Heilbronn's exponential sum and obtain some applications of our result to distribution of Fermat quotients.

This paper introduces the Generalized Fractional Compound Poisson Process (GFCPP), which claims to be a unified fractional version of the compound Poisson process (CPP) that encompasses existing variations as special cases. We derive its…

In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…

Based on Stein's method, we derive upper bounds for Poisson process approximation in the $L_1$-Wasserstein metric $d_2^{(p)}$, which is based on a slightly adapted $L_p$-Wasserstein metric between point measures. For the case $p=1$, this…

The filtering equations associated to a partially observed jump diffusion model $(Z_t)_{t\in [0,T]}=(X_t,Y_t)_{t\in [0,T]}$, driven by Wiener processes and Poisson martingale measures are considered. Building on results from two preceding…

We give an account of the theory of $E_0$-semigroups. We first focus on Arveson's contributions to the field and related results. Then we present the recent development of type II and type III $E_0$-semigroups. We also include a short note…

This article discusses the usage of a partiton based Fubini calculus for Poisson processes. The approach is an amplification of Bayesian techniques developed in Lo and Weng for gamma/Dirichlet processes. Applications to models are…

We consider functionals which are weighted averages of the avoidance function of a Poisson process. Using the approach to Stein's method based on Malliavin calculus for Poisson functionals we provide explicit bounds for the Wasserstein…

This paper studies quasi Bayesian estimation and uncertainty quantification for an unknown function that is identified by a nonparametric conditional moment restriction. We derive contraction rates for a class of Gaussian process priors.…

We continue the investigation of sample paths of $q$-Ornstein-Uhlenbeck process. We show that for all $q\in(-1,1)$, the process has big jumps crossing from near one end point of the domain to the other with positive probability. Moreover,…

We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive level and for the recovery time are obtained.…

We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent…

We show that the WZW fusion rings at finite levels form a projective system with respect to the partial ordering provided by divisibility of the height, i.e. the level shifted by a constant. From this projective system we obtain WZW fusion…

Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…

In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable…

In Euclidean space there is a trivial upper bound on the maximum length of a compound "walk" built up of variable-length jumps, and a considerably less trivial lower bound on its minimum length. The existence of this non-trivial lower bound…

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…

The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situations. The basic idea of fPp, motivated by experimental data…