相关论文: Subordinated Compound Poisson processes of order $…

We establish sample-path large deviation principles for the centered cumulative functional of marked Poisson cluster processes in the Skorokhod space equipped with the M1 topology, under joint regular variation assumptions on the marks and…

Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the main result of Lyberopoulos and Macheras (2012), concerning…

Strictly stationary INAR(1) ("integer-valued autoregressive processes of order 1") with Poisson innovations are "interlaced rho-mixing".

The aim of this paper is the analysis of the fractional Poisson process where the state probabilities $p_k^{\nu_k}(t)$, $t\ge 0$, are governed by time-fractional equations of order $0<\nu_k\leq 1$ depending on the number $k$ of events…

Inspired by recent work on neural subspaces and mode connectivity, we revisit parameter subspace sampling for shifted and/or interpolatable input distributions (instead of a single, unshifted distribution). We enforce a compressed geometric…

The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…

Smectic materials represent a unique state between fluids and solids, characterized by orientational and partial positional order, making them notoriously difficult to model, particularly in confining geometries. We propose a complex order…

We analyze a method to produce pairs of non independent Poisson processes $M(t),N(t)$ from positively correlated, self-decomposable, exponential renewals. In particular the present paper provides the family of copulas pairing the renewals,…

We analyze some basic issues associated with Generalized Poisson-Kac (GPK) stochastic processes, starting from the extended notion of the Markovian condition. The extended Markovian nature of GPK processes is established, and the…

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

We show that the splitting-characterization of the Poisson point process is an immediate consequence of the Mecke-formula.

We introduce and study a multiparameter version of the generalized counting process (GCP), where there is a possibility of finitely many arrivals simultaneously. We call it the multiparameter GCP. In a particular case, it is uniquely…

In this paper our aim is to present some subordination and superordination results, by using an operator, which involves the normalized form of the generalized Bessel functions of first kind. These results are obtained by investigating some…

Poisson shot noise processes are natural generalizations of compound Poisson processes that have been widely applied in insurance, neuroscience, seismology, computer science and epidemiology. In this paper we study sharp deviations,…

In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precisely, we study the asymptotic behavior of potential density…

Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…

We establish Poisson and compound Poisson approximations for stabilizing statistics of $\beta$-mixing point processes and give explicit rates of convergence. Our findings are based on a general estimate of the total variation distance of a…

We introduce a mltiparameter version of Skellam point process via multiparameter Poisson processes. Its distributional properties are studied in detail. Its compound representation is derived for a particular case. Also, its Riemann…

Basic properties of stationary processes called Sarnak processes are studied. As an application, a combinatorial reformulation of Sarnak's conjecture on M{\"o}bius orthogonality is provided.

Randomly scaled scale-decorated Poisson point process is introduced recently in Bhattacharya et al. [2017] where it appeared as weak limit of a sequence of point processes in the context of branching random walk. In this article, we obtain…