Results 11 to 20 of about 18,455,975 (322)
Compound Poisson process with a Poisson subordinator [PDF]
Journal of Applied Probability, 2015 A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials, and investigate
Di Crescenzo, Antonio +2 more
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Poisson process Fock space representation, chaos expansion and covariance inequalities [PDF]
, 2009 We consider a Poisson process $\eta$ on an arbitrary measurable space with an arbitrary sigma-finite intensity measure. We establish an explicit Fock space representation of square integrable functions of $\eta$.
Last, Guenter, Penrose, Mathew D.
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FIND: difFerential chromatin INteractions Detection using a spatial Poisson process. [PDF]
Genome Res, 2018 Polymer-based simulations and experimental studies indicate the existence of a spatial dependency between the adjacent DNA fibers involved in the formation of chromatin loops.
Djekidel MN, Chen Y, Zhang MQ.
europepmc +2 more sources
Poisson process approximation under stabilization and Palm coupling [PDF]
Annales Henri Lebesgue, 2021 . — We present new Poisson process approximation results for stabilizing functionals of Poisson and binomial point processes. These functionals are allowed to have an unbounded range of interaction and encompass many examples in stochastic geometry.
O. Bobrowski +2 more
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An Adaptive and Scalable Multi-Object Tracker Based on the Non-Homogeneous Poisson Process
IEEE Transactions on Signal Processing, 2023 This paper proposes a new adaptive framework for tracking multiple objects in the presence of data association uncertainty and heavy clutter, either with or without knowledge of the measurement rates and/or target shapes.
Qing Li +3 more
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Convoluted Fractional Poisson Process [PDF]
, 2020 In this paper, we introduce and study a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state probabilities ...
K. K. Kataria, M. Khandakar
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Generalized fractional Poisson process and related stochastic dynamics [PDF]
Fractional Calculus and Applied Analysis, 2019 We survey the ‘generalized fractional Poisson process’ (GFPP). The GFPP is a renewal process generalizing Laskin’s fractional Poisson counting process and was first introduced by Cahoy and Polito.
T. Michelitsch, A. P. Riascos
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Limit theorems for the fractional nonhomogeneous Poisson process [PDF]
Journal of Applied Probability, 2017 The fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverse α-stable subordinator. We propose a similar definition for the (nonhomogeneous) fractional compound Poisson process.
N. Leonenko, E. Scalas, Mailan Trinh
semanticscholar +1 more source
A New Simplified Weak Second-Order Scheme for Solving Stochastic Differential Equations with Jumps
Mathematics, 2021 In this paper, we propose a new weak second-order numerical scheme for solving stochastic differential equations with jumps. By using trapezoidal rule and the integration-by-parts formula of Malliavin calculus, we theoretically prove that the numerical ...
Yang Li +3 more
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A class of CTRWs: Compound fractional Poisson processes [PDF]
, 2011 This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson process.
Scalas, Enrico
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