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We rigorously derive a homogenized model for the Poisson--Nernst--Planck (PNP) equations for the case of multiple species defined on a periodic porous medium in spatial dimensions two and three. This extends the previous homogenization…
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…
Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…
A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…
The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…
We prove a Poisson process approximation result for stabilizing functionals of a determinantal point process. Our results use concrete couplings of determinantal processes with different Palm measures and exploit their association…
The pair correlation function is a fundamental spatial point process characteristic that, given the intensity function, determines second order moments of the point process. Non-parametric estimation of the pair correlation function is a…
Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…
Stationary stochastic processes with independent increments, of which the Poisson process is a prominent example, are widely used to describe real world events. With the basic assumption that a counting process is stationary and has…
In the focus of our attention is the asymptotic properties of the sequence of convex hulls which arise as a result of a peeling procedure applied to the convex hull generated by a Poisson point process. Processes of the considered type are…
We introduce a new way to sample inhomogeneous random graphs designed to have a lot of flexibility in the assignment of the degree sequence and the individual edge probabilities while remaining tractable. To achieve this we run a Poisson…
This article develops an analytical framework for studying information divergences and likelihood ratios associated with Poisson processes and point patterns on general measurable spaces. The main results include explicit analytical…
As part of a general theory for the isomorphism problem for actions of amenable groups, Ornstein and Weiss (J. Anal. Math. 48:1-141,1987) proved that any two Poisson point processes are isomorphic as measure-preserving actions. We give an…
Constraint based causal structure learning for point processes require empirical tests of local independence. Existing tests require strong model assumptions, e.g. that the true data generating model is a Hawkes process with no latent…
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…
An analogue of Talagrand's convex distance for binomial and Poisson point processes is defined. A corresponding large deviation inequality is proved.
Let Pi and Gamma be homogeneous Poisson point processes on a fixed set of finite volume. We prove a necessary and sufficient condition on the two intensities for the existence of a coupling of Pi and Gamma such that Gamma is a deterministic…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
For variational problems with $O(N)$-symmetry the existence of several geometrically distinct solutions had been shown by use of group theoretic approach in previous articles. It was done by a crafty choice of a family $H_i \subset O(N)$…
In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential…