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相关论文: Large deviations of the empirical volume fraction …

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We observe stationary random tessellations $X=\{\Xi_n\}_{n\ge1}$ in $\mathbb{R}^d$ through a convex sampling window $W$ that expands unboundedly and we determine the total $(k-1)$-volume of those $(k-1)$-dimensional manifold processes which…

概率论 · 数学 2007-09-14 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt

We study the limit distribution of the volume fraction estimator $\widehat p_{\lambda, A}$ (= the Lebesgue measure of the intersection $\mathcal{X}\cap (\lambda A)$ of a random set $\mathcal{X}$ with a large observation set $\lambda A$,…

概率论 · 数学 2025-07-28 Hermine Biermé , Olivier Durieu , Donatas Surgailis

Let $Z$ be a Boolean model based on a stationary Poisson process $\eta$ of compact, convex particles in Euclidean space ${\mathbb{R}}^d$. Let $W$ denote a compact, convex observation window. For a large class of functionals $\psi$, formulas…

概率论 · 数学 2016-02-11 Daniel Hug , Günter Last , Matthias Schulte

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

概率论 · 数学 2020-09-23 Grégoire Ferré , Gabriel Stoltz

We study scaling limits of nonlinear functions $G$ of random grain model $X$ on $\mathbb{R}^d $ with long-range dependence and marginal Poisson distribution. Following Kaj et al (2007) we assume that the intensity $M$ of the underlying…

概率论 · 数学 2023-08-21 Donatas Surgailis

In Weil (2001) formulas were proved for stationary Boolean models $Z$ in $\mathbb{R}^d$ with convex or polyconvex grains, which express the densities of mixed volumes of $Z$ in terms of related mean values of the underlying Poisson particle…

概率论 · 数学 2017-12-25 Daniel Hug , Wolfgang Weil

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…

概率论 · 数学 2021-11-09 Carina Betken , Matthias Schulte , Christoph Thäle

We consider the Boolean model $Z$ on $\mathbb{R}^d$ with random compact grains, i.e. $Z := \bigcup_{i \in \mathbb{N}} (X_i + Z_i)$ where $\eta_t := \{X_1, X_2, \dots\}$ is a Poisson point process of intensity $t$ and $(Z_1, Z_2, \dots)$ is…

概率论 · 数学 2016-07-22 Sebastian Ziesche

This paper develops the large deviations theory for the point process associated with the Euclidean volume of $k$-nearest neighbor balls centered around the points of a homogeneous Poisson or a binomial point processes in the unit cube. Two…

概率论 · 数学 2022-10-25 Christian Hirsch , Taegyu Kang , Takashi Owada

The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…

概率论 · 数学 2011-04-13 Matthias Schulte , Christoph Thaele

We investigate a Coulomb gas in a potential satisfying a weaker growth assumption than usual and establish a large deviation principle for its empirical measure. As a consequence the empirical measure is seen to converge towards a…

概率论 · 数学 2012-05-29 Adrien Hardy

This paper studies probabilistic mean-field models for interacting bosons at a positive temperature in the thermodynamic limit with random particle density. In particular, we prove large deviation principles for empirical cycle counts in…

概率论 · 数学 2018-09-11 Stefan Adams , Matthew Dickson

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

泛函分析 · 数学 2018-03-13 Richard C. Kraaij

In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…

概率论 · 数学 2024-01-08 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

In this paper, we prove a local limit theorem for the ratio of the Poisson distribution to the Gaussian distribution with the same mean and variance, using only elementary methods (Taylor expansions and Stirling's formula). We then apply…

统计理论 · 数学 2022-05-25 Frédéric Ouimet

We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…

概率论 · 数学 2023-03-06 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

Let K be a convex set in R d and let K $\lambda$ be the convex hull of a homogeneous Poisson point process P $\lambda$ of intensity $\lambda$ on K. When K is a simple polytope, we establish scaling limits as $\lambda$ $\rightarrow$ $\infty$…

概率论 · 数学 2016-02-22 Pierre Calka , J. E. Yukich

We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…

概率论 · 数学 2007-05-23 R. Liptser

We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked…

统计力学 · 物理学 2018-11-21 Alexandre Krajenbrink , Pierre Le Doussal , Sylvain Prolhac

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…

概率论 · 数学 2022-12-26 Moritz Otto
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