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Information-Theoretic Capacity and Error Exponents of Stationary Point Processes under Random Additive Displacements
Information-Theoretic Capacity Error Exponents of Stationary Point Processes
2011/2/25
This paper studies the Shannon regime for the random displacement of stationary point processes. Let each point of some initial stationary point process in Rn give rise to one daughter point, the loca...
Bounds on the artificial phase transition for perfect simulation of repulsive point processes
Bounds artificial phase transition perfect simulation repulsive point processes
2010/11/16
Repulsive point processes arise in models where competition forces entities to be more spread apart than if placed independently. Simulation of these types of processes can be accomplished using domin...
A Note on the Paper $"$Poincaré Inequality on the Path Space of Poisson Point Processes"
Paper $"$Poincaré Inequality ath Space of Poisson Point Processes"
2010/12/1
In the recent paper [2] we proved a Poincar´e inequality on the path space of compound Poisson processes by using transition probabilities and the Markov property. Our purpose
is to develop a g...
Point Processes Modeling of Time Series Exhibiting Power-Law Statistics
point processes 1/fnoise stochastic differentiale quations power-law distributions
2010/4/27
We consider stochastic point processes generating time series exhibiting power laws of spectrum and distribution density (Phys. Rev. E 71, 051105 (2005)) and apply them for modeling the trading activi...
Multifractality of the multiplicative autoregressive point processes
hydrodynamic turbulence computer network traffic
2010/4/8
Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We ana...