相关论文: Spectra of Poisson functionals and applications in…
In this article, we study the problem of parameter estimation for a discrete Ornstein - Uhlenbeck model driven by Poisson fractional noise. Based on random walk approximation for the noise, we study least squares and maximum likelihood…
Exceptional points (EPs) are singularities in the parameter space of a non-Hermitian system where eigenenergies and eigenstates coincide. They hold promise for enhancing sensing applications, but this is limited by the divergence of shot…
We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
Filtered shot noise processes have proven to be very effective in modelling the evolution of systems exposed to stochastic shot noise sources, and have been applied to a wide variety of fields ranging from electronics through biology. In…
We consider stochastic differential equations, obtained by adding weak Gaussian white noise to ordinary differential equations admitting $N$ asymptotically stable periodic orbits. We construct a discrete-time, continuous-space Markov chain,…
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…
We consider Poisson Boolean percolation on $\mathbb R^d$ with power-law distribution on the radius with a finite $d$-moment for $d\ge 2$. We prove that subcritical sharpness occurs for all but a countable number of power-law distributions.…
A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…
We study percolation properties of the upper invariant measure of the contact process on $\mathbb{Z}^d$. Our main result is a sharp percolation phase transition with exponentially small clusters throughout the subcritical regime and a…
A theory for the characterization of the fourth moment of electromagnetic wave beams is presented in the case when the source is partially coherent. A Gaussian-Schell model is used for the partially coherent random source. The white-noise…
We study linear statistics of a class of determinantal processes which interpolate between Poisson and GUE/Ginibre statistics in dimension 1 or 2. These processes are obtained by performing an independent Bernoulli percolation on the…
For stationary sequences, under general local and asymptotic dependence restrictions, any limiting point process for time normalized upcrossings of high levels is a compound Poisson process, i.e., there is a clustering of high upcrossings,…
Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and is unique. This fact is used to show…
Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…
Noise in spiking neurons is commonly modeled by a noisy input current or by generating output spikes stochastically with a voltage-dependent hazard rate ("escape noise"). While input noise lends itself to modeling biophysical noise…
Our simple but useful technique is using an integration by parts to split the stochastic convolution into two terms. We develop five applications for this technique. The first one is getting a uniform estimate of stochastic convolution of…
U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…
We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…