相关论文: Limit theorems for random point measures generated…
We consider a random tree and introduce a metric in the space of trees to define the ``mean tree'' as the tree minimizing the average distance to the random tree. When the resulting metric space is compact we have laws of large numbers and…
Limit theorems of strong law of large numbers and central limit theorem types are obtained for the compositions of independent identically distributed random unitary channels.
We develop a simple and unified approach to investigate several aspects of the cluster statistics of random expansive (multi-)sets. In particular, we determine the limiting distribution of the size of the smallest and largest clusters, we…
We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…
We derive some Quantum Central Limit Theorems for expectation values of macroscopically coarse-grained observables, which are functions of coarse-grained hermitean operators. Thanks to the hermicity constraints, we obtain positive-definite…
A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…
We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…
We present new, exceptionally efficient proofs of Poisson--Dirichlet limit theorems for the scaled sizes of irreducible components of random elements in the classic combinatorial contexts of arbitrary assemblies, multisets, and selections,…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…
This paper studies when a sequence of probability measures on a metric space admit subsequential weak limits. A sufficient condition called sequential tightness is formulated, which relaxes some assumptions for asymptotic tightness used in…
Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…
The classical Poisson theorem says that if $\xi_1,\xi_2,...$ are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability $p_n\equiv \la/n$ then the sum $S_n=\sum_{i=1}^n\xi_i$ is asymptotically in $n$ Poisson distributed with…
Recently, it has been shown how sampling actions from the predictive distribution over the optimal action-sometimes called Thompson sampling-can be applied to solve sequential adaptive control problems, when the optimal policy is known for…
We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing…
We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness.…
We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
We study approach to the large-time jammed state of the deposited particles in the model of random sequential adsorption. The convergence laws are usually derived from the argument of Pomeau which includes the assumption of the dominance,…
Topological measurements are increasingly being accepted as an important tool for quantifying complex structures. In many applications, these structures can be expressed as nodal domains of real-valued functions and are obtained only…