Random measures, theory and applications

DOI10.1007/978-3-319-41598-7MaRDI QIDQ2963528zbMATH OpenOpenAlexWikidataFDO

Authors Olav Kallenberg

Publication date 14 February 2017

Published in Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-41598-7

zbMATH Keywords

random measuresbranching systemsgroup stationarity and invariance multiple integrationPalm and related kernelsPoisson and related processes

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Probability measures on topological spaces (60B05) Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Random measures (60G57) Stochastic integrals (60H05) General theory of stochastic processes (60G07)

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Cited in

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• Evolution of an infinite fission-death system in the continuum
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• Intersection of unit balls in classical matrix ensembles
• Spectral representations of quasi-infinitely divisible processes
• Kingman's model with random mutation probabilities: convergence and condensation. I
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• The typical cell of a Voronoi tessellation on the sphere
• The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors
• On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration
• The two-dimensional continuum random field Ising model
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• The fixed points of branching Brownian motion
• Metrization of the Gromov-Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces
• Dynamical models for random simplicial complexes
• Random measures. Classical lectures. Translated from the German by Hans Zessin.
• Infinite-dimensional stochastic differential equations and tail \(\sigma\)-fields
• Quasi-stationary distributions for subcritical superprocesses
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• A decorated tree approach to random permutations in substitution-closed classes
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• Measuring dependence in the Wasserstein distance for Bayesian nonparametric models
• Applications and aspects of random measures
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• Marked point processes in discrete time
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• Local limits of spatial inhomogeneous random graphs
• Disintegration and Bayesian inversion via string diagrams
• On maximal hard-core thinnings of stationary particle processes
• Characterizing the metric compactification of \(L_p\) spaces by random measures
• Limit theory of sparse random geometric graphs in high dimensions
• Liouville dynamical percolation
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• Large degrees in scale-free inhomogeneous random graphs
• State-dependent Hawkes processes and their application to limit order book modelling
• Geometry of geodesics through Busemann measures in directed last-passage percolation
• Local convergence for permutations and local limits for uniform \(\rho \)-avoiding permutations with \(|\rho |=3\)
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• The coin-turning walk and its scaling limit
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• Transport inequalities for random point measures
• Infinite volume Gibbs states and metastates of the random field mean-field spherical model
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• Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
• Limit theorems for branching processes with immigration in a random environment
• Propagation of chaos and Poisson hypothesis for replica mean-field models of intensity-based neural networks
• Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains
• On the modified Palm version
• The conditional Gaussian multiplicative chaos structure underlying a critical continuum random polymer model on a diamond fractal
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• Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes
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• Unicellular maps vs. hyperbolic surfaces in large genus: simple closed curves
• Scaling limit of the collision measures of multiple random walks

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