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Documents  Critères de recherche : "Point processes" | enregistrements trouvés : 22

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Research talks;Probability and Statistics

The freezing in the title refers to a property of point processes: let $\left ( X_i \right )_{i\geq 1}$ denote a point process which is locally finite and has finite maximum. For a function f continuous of compact support, define $Z_f=f\left ( X_1 \right )+f\left ( X_2 \right )+....$ We say that freezing occurs if the Laplace transform of $Z_f$ depends on f only through a shift. I will discuss this notion and its equivalence with other properties of the point process. In particular, such freezing occurs for the extremal process in branching random walks and in certain versions of the (discrete) two dimensional GFF.
Joint work with Eliran Subag
The freezing in the title refers to a property of point processes: let $\left ( X_i \right )_{i\geq 1}$ denote a point process which is locally finite and has finite maximum. For a function f continuous of compact support, define $Z_f=f\left ( X_1 \right )+f\left ( X_2 \right )+....$ We say that freezing occurs if the Laplace transform of $Z_f$ depends on f only through a shift. I will discuss this notion and its equivalence with other ...

60G55 ; 60J65 ; 60J80

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Research talks;Analysis and its Applications;Mathematical Physics;Probability and Statistics

Two important examples of the determinantal point processes associated with the Hilbert spaces of holomorphic functions are the Ginibre point process and the set of zeros of the Gaussian Analytic Functions on the unit disk. In this talk, I will talk such class of determinantal point processes in greater generality. The main topics concerned are the equivalence of the reduced Palm measures and the quasi-invariance of these point processes under certain natural group action of the group of compactly supported diffeomorphisms of the phase space. This talk is based partly on the joint works with Alexander I. Bufetov and partly on a more recent joint work with Alexander I. Bufetov and Shilei Fan. Two important examples of the determinantal point processes associated with the Hilbert spaces of holomorphic functions are the Ginibre point process and the set of zeros of the Gaussian Analytic Functions on the unit disk. In this talk, I will talk such class of determinantal point processes in greater generality. The main topics concerned are the equivalence of the reduced Palm measures and the quasi-invariance of these point processes under ...

60G55 ; 46E20 ; 30H20

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Research talks;Combinatorics;Probability and Statistics

62M30 ; 60G55 ; 62C20 ; 05C38

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ISBN 978-0-444-85432-2

Colloquia mathematica societatis janos bolyai , 0024

Localisation : Colloque 1er étage (DEBR)

commande hystérétique # entropie # hytérésis # noyau de Papangelou # problème d'attente # processus de points # processus rénovatif ou régénératif # système géostochastique # théorie de l'attente # train d'allumage de neurone simple

60-06 ; 60G55 ; 60K25

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Research School;Dynamical Systems and Ordinary Differential Equations;Probability and Statistics

Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open problems.

PROGRAMME.
1. Examples.
2. Limit theorems.
3. Palm-Khintchine theory. Quasi-symmetries.
4. Determinantal point processes and extrapolation.
Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open ...

60G55

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Research School;Dynamical Systems and Ordinary Differential Equations;Probability and Statistics

Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open problems.

PROGRAMME.
1. Examples.
2. Limit theorems.
3. Palm-Khintchine theory. Quasi-symmetries.
4. Determinantal point processes and extrapolation.
Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open ...

60G55

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Research School;Dynamical Systems and Ordinary Differential Equations;Probability and Statistics

Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open problems.

PROGRAMME.
1. Examples.
2. Limit theorems.
3. Palm-Khintchine theory. Quasi-symmetries.
4. Determinantal point processes and extrapolation.
Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open ...

60G55

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Exposés de recherche;Mathematical Physics;Probability and Statistics

For the commonly studied Hermitian random matrix models there exist tridiagonal matrix models with the same eigenvalue distribution and the same spectral measure $v_{n}$ at the vector $e_{1}$. These tridiagonal matrices give recurrence coefficients that can be used to build the family of random polynomials that are orthogonal with respect to νn. A similar bijection between spectral data and recurrence coefficients also holds for the Unitary ensembles. This time in stead of obtaining a tridiagonal matrix you obtain a sequence $\left \{ \alpha _{k} \right \}_{k=0}^{n-1}$ Szegö coefficients. The random orthogonal polynomials that are generated by this process may then be used to study properties of the original eigenvalue process.
These techniques may be used not just in the classical cases, but also in the more general case of $\beta $-ensembles. I will discuss various ways that orthogonal polynomials techniques may be applied including to show convergence of the Circular $\beta $-ensemble to $Sine_{\beta }$. I will finish by discussing a result on the maximum deviation of the counting function of Sineβ from it expected value. This is related to studying the phases of associated random orthogonal polynomials.
For the commonly studied Hermitian random matrix models there exist tridiagonal matrix models with the same eigenvalue distribution and the same spectral measure $v_{n}$ at the vector $e_{1}$. These tridiagonal matrices give recurrence coefficients that can be used to build the family of random polynomials that are orthogonal with respect to νn. A similar bijection between spectral data and recurrence coefficients also holds for the Unitary ...

60B20 ; 15B52

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Exposés de recherche;Mathematical Physics;Probability and Statistics

The determinantal point processes arise naturally from different areas such as random matrices, representation theory, random graphs and zeros of holomorphic functions etc. In this talk, we will briefly talk about determinantal point processes related to spaces of holomorphic functions, in particular, we will discuss some results concerning the conditional measures, rigidity property and the Olshanskis problem on this area. The talk will be based on several works joint with Alexander Bufetov, Alexander Shamov and Shilei Fan. The determinantal point processes arise naturally from different areas such as random matrices, representation theory, random graphs and zeros of holomorphic functions etc. In this talk, we will briefly talk about determinantal point processes related to spaces of holomorphic functions, in particular, we will discuss some results concerning the conditional measures, rigidity property and the Olshanskis problem on this area. The talk will be ...

60G55

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- 208 p.
ISBN 978-0-471-10074-4

Wiley series in probability and mathematical statistics

Localisation : Ouvrage RdC (Queu)

classe de systèmes à queue # insensibilité des probabilités d'états stationnaires # processus de points # processus de points marqués aléatoire # processus de points marqués plongé # processus stationnaires en temps et en clients # queue # relation entre quantités stationnaires en temps et en client # théorème de continuité pour les quantités stationnaires en t

60Gxx ; 90B22

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- 139 p.
ISBN 978-0-387-90575-4

Lecture notes in statistics , 0005

Localisation : Ouvrage RdC (ROLS)

modèle de Kopocinska # processus aléatoire stationnaire # processus de points # queue de serveur simple # temps continu # temps discret # théorie ergodique

60G10 ; 60G55 ; 60K35 ; 62M99

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- 126 p.
ISBN 978-90-6196-262-5

Mathematical centre tracts , 0165

Localisation : Collection 1er étage

champ aléatoire # martingale # mesure aléatoire # processus ponctuel

60G48 ; 60G55 ; 60G57 ; 60G60

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- 188 p.
ISBN 978-0-412-21910-8

Monographs on applied probability and statistics

Localisation : Ouvrage RdC (COX)

processus d'amas # processus de Markov # processus de Poisson # processus de point multivarié # processus de renouvellement # processus spatial # processus stochastique

60G55 ; 60Gxx ; 60Jxx ; 60K05 ; 62H30

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- 255 p.
ISBN 978-0-387-97924-3

Springer series in statistics

Localisation : Ouvrage RdC (REIS)

limites # modèle statistique # processus ponctuel # processus statistique # théorie de l'échantillonnage # échantillonnage

60D05 ; 60F05 ; 60G44 ; 60G55 ; 60G70

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- 532 p.
ISBN 978-0-471-99460-2

Wiley series in probability and mathematical statistics

Localisation : Ouvrage RdC (MATT)

distribution divisible infiniement # probabilité # processus de branchement # processus de point # processus stochastique

60E07 ; 60G55 ; 60Gxx ; 60J80

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- 93 p.

Ph.D.

Localisation : Ouvrage RdC (RICE)

analyse statistique # mesure # processus # processus stochastique # statistique

60G55 ; 60Gxx ; 60Hxx ; 62B20

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- 108 p.
ISBN 978-90-6196-438-4

CWI tract , 0102

Localisation : Collection 1er étage

fonctionnelle additive # mouvement Brownien # processus de Markov à paramètre continu # processus de points des excursions # processus stochastique # temps local

60G55 ; 60J25 ; 60J55 ; 60J65

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- 129 p.

Memoirs of the american mathematical society , 0093

Localisation : Collection 1er étage

probabilité # processus stationnaire

60-02 ; 60G17 ; 60J45

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- 469 p.
ISBN 978-0-387-95541-4

Probability and its applications

Localisation : Ouvrage RdC (DALE)

probabilité # processus ponctuel # processus de renouvellement # processus de Poisson # processus de Cox # cluster # processus ponctuel stationnaire

60-01 ; 60G55

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- 300 p.
ISBN 978-1-58488-265-7

Monographs on statistics and applied probability , 0100

Localisation : Ouvrage RdC (MOLL)

statistique # processu ponctuel # analyse spatiale # méthode de Monte-Carlo # chaîne de Markov # processus ponctuel de Poisson # processus de Cox # algorithme de Metropolis-Hastings # inférence # simulation # MCMC # théorie de la mesure

60-02 ; 60G55 ; 62M30 ; 65L05

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