相关论文: From Sine kernel to Poisson statistics

We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson processes where the the time-change is inverse Gaussian, or…

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…

Under different assumptions on the distribution of the fading random variables, we derive large deviation estimates for the tail of the interference in a wireless network model whose nodes are placed, over a bounded region of the plane,…

We study the limiting behavior of Gaussian beta ensembles in the regime where $\beta n = const$ as $n \to \infty$. The results are (1) Gaussian fluctuations for linear statistics of the eigenvalues, and (2) Poisson convergence of the bulk…

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…

We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…

In this paper, we study invariant Poisson processes of lines (i.e, bi-infinite geodesics) in the $3$-regular tree. More precisely, there exists a unique (up to multiplicative constant) locally finite Borel measure on the space of lines that…

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…

Violations of the second law of thermodynamics for small systems well below the thermodynamic limit has already been experimentally observed. However, the effects of such violations on experimentally measurable quantities have not been…

We study the high temperature (or small inverse temperature $\beta$) expansion of the free energy of double scaled SYK model. We find that this expansion is a convergent series with a finite radius of convergence. It turns out that the…

This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…

For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…

We prove that the critical inverse temperatures $\beta_c^{\mathbb N}(\alpha)$ and $\beta_c^{\mathbb Z}(\alpha)$ for the one- and two-sided Dyson models are the same when the power of the interaction strength $\alpha$ satisfies $1<\alpha<2$.…

We introduce the boson and the fermion point processes from the elementary quantum mechanical point of view. That is, we consider quantum statistical mechanics of canonical ensemble for a fixed number of particles which obey Bose-Einstein,…

The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov…

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…

In this paper, a Bayesian method for piecewise regression is adapted to handle counting processes data distributed as Poisson. A numerical code in Mathematica is developed and tested analyzing simulated data. The resulting method is…

We derive a construction of the beta process that allows for the atoms with significant measure to be drawn first. Our representation is based on an extension of the Sethuraman (1994) construction of the Dirichlet process, and therefore we…

We call "Dyson process" any process on ensembles of matrices in which the entries undergo diffusion. We are interested in the distribution of the eigenvalues (or singular values) of such matrices. In the original Dyson process it was the…