相关论文: Distance estimates for dependent thinnings of poin…
We consider $M/Ph/n+M$ queueing systems in steady state. We prove that the Wasserstein distance between the stationary distribution of the normalized system size process and that of a piecewise Ornstein-Uhlenbeck (OU) process is bounded by…
We use the Stein-Chen method to prove new explicit inequalities for the total variation, Wasserstein and local distances between the distribution of a random diagonal sum of a Bernoulli matrix and a Poisson distribution. Approximation…
Consider the point process (in $\mathbb{R}^d$) of local maxima of smooth Gaussian fields, with sufficient decay of correlation at infinity, above a level $u$. We show that this point process, rescaled appropriately, converges weakly to a…
We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…
Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…
We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of…
In this paper, we investigate the construction of a diffusion process whose time-marginal densities are constrained to belong to a given set at all time. The construction is obtained from a penalization approximation to the constraint set,…
In this paper, we give sufficient conditions to establish central limit theorems for boundary estimates of Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process.…
We present an iterative sampling method which delivers upper and lower bounding processes for the Brownian path. We develop such processes with particular emphasis on being able to unbiasedly simulate them on a personal computer. The…
An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…
We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…
We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…
Fix a subset $S \subset \mathbb{R}^n$ of volume at most $c n$ that satisfies $S \cap (-S) = \emptyset$. We consider two point processes in $S$: the first is the Poisson point process of intensity one, and the second is the restriction of a…
We use Stein's method to provide non asymptotic $L^1$ bounds to the normal for functionals of associated point processes. As for supporting tools, we use the connection between association and $\alpha$-mixing properties that was recently…
We show that the semi-implicit time discretization approaches previously introduced for multilayer shallow water models for the barotropic case can be also applied to the variable density case with Boussinesq approximation. Furthermore,…
We propose a new approach for estimating the parameters of a probability distribution. It consists on combining two new methods of estimation. The first is based on the definition of a new distance measuring the difference between…
We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…
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…
We introduce the discrete distribution of a Wiener process range. Rather than finding some basic distributional properties including hazard rate function, moments, Stress-strength parameter and order statistics of this distribution, this…