Stochastic Analysis for Poisson Processes

DOI10.1007/978-3-319-05233-5_1zbMath1528.60047arXiv1405.4416OpenAlexW4256549414MaRDI QIDQ6089024

Günter Last

Publication date: 17 November 2023

Published in: Stochastic Analysis for Poisson Point Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.4416

zbMATH Keywords

point processPoisson processbinomial processGlauber dynamiccovariance identity

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (35)

Concentration for Poisson \(U\)-statistics: subgraph counts in random geometric graphs ⋮ Smoothness of the diffusion coefficients for particle systems in continuous space ⋮ Stein approximation for multidimensional Poisson random measures by third cumulant expansions ⋮ The fourth moment theorem on the Poisson space ⋮ Brownian loops, layering fields and imaginary Gaussian multiplicative chaos ⋮ The Malliavin–Stein Method on the Poisson Space ⋮ U-Statistics in Stochastic Geometry ⋮ Poisson Point Process Convergence and Extreme Values in Stochastic Geometry ⋮ U-Statistics on the Spherical Poisson Space ⋮ Phase transitions and noise sensitivity on the Poisson space via stopping sets and decision trees ⋮ Combinatorics of Poisson Stochastic Integrals with Random Integrands ⋮ Variational Analysis of Poisson Processes ⋮ Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments ⋮ Introduction to Stochastic Geometry ⋮ Determinantal Point Processes ⋮ On the probabilistic representations of solutions of pantograph equations and triangle coefficients ⋮ Orthogonal intertwiners for infinite particle systems in the continuum ⋮ Quantitative CLTs for symmetric \(U\)-statistics using contractions ⋮ Perturbation analysis of Poisson processes ⋮ Fourth moment theorems on the Poisson space: analytic statements via product formulae ⋮ Functional Gaussian approximations on Hilbert-Poisson spaces ⋮ Wasserstein geometry and Ricci curvature bounds for Poisson spaces ⋮ On the chaotic expansion for counting processes ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Moderate deviations on Poisson chaos ⋮ Fourth moment theorems on the Poisson space in any dimension ⋮ The Gamma Stein equation and noncentral de Jong theorems ⋮ Multivariate normal approximation for functionals of random polytopes ⋮ Poisson hulls ⋮ Cluster Expansions for GIBBS Point Processes ⋮ Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation ⋮ Intertwinings for continuum particle systems: an algebraic approach ⋮ Controlled search for targets arriving according to a spatio-temporal Poisson point process by an information measurement system with inhomogeneous scope ⋮ The intermediate disorder regime for Brownian directed polymers in Poisson environment ⋮ Quantitative two-scale stabilization on the Poisson space

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