Stable random fields, point processes and large deviations
نویسندگان
چکیده
منابع مشابه
Large deviations for functionals of spatial point processes with applications to random packing and spatial graphs
Functionals of spatial point process often satisfy a weak spatial dependence condition known as stabilization. We prove general Donsker–Varadhan large deviation principles (LDP) for such functionals and show that the general result can be applied to prove LDPs for various particular functionals, including those concerned with random packing, nearest neighbor graphs, and lattice versions of the ...
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We consider a point process sequence induced by a stationary symmetric α-stable (0 < α < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky (2004), that if the random field is generated by a dissipative group action then the point process sequence converges weakly to a cluster Poisson process. For the conserv...
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Given a stochastic ordering between point processes, say that a p.p. N is smooth if it is less than the Poisson process with the same average intensity for this ordering. In this article we investigate whether initially smooth processes retain their smoothness as they cross a network of FIFO /D/1 queues along xed routes. For the so-called strong variability ordering we show that point processes...
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A branching process in random environment (Zn, n ∈ N) is a generalization of Galton Watson processes where at each generation the reproduction law is picked randomly. In this paper we give several results which belong to the class of large deviations. By contrast to the Galton-Watson case, here random environments and the branching process can conspire to achieve atypical events such as Zn ≤ e ...
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We study the asymptotics related to the following matching criteria for two independent realizations of point processes X ∼ X and Y ∼ Y. Given l > 0, X ∩ [0, l) serves as a template. For each t > 0, the matching score between the template and Y ∩ [t, t + l) is a weighted sum of the Euclidean distances from y − t to the template over all y ∈ Y ∩ [t, t + l). The template matching criteria are use...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2016
ISSN: 0304-4149
DOI: 10.1016/j.spa.2015.09.020