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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• Characterizing the metric compactification of \(L_p\) spaces by random measures
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• Bayesian Spatial Blind Source Separation via the Thresholded Gaussian Process
• Discrete stopping times in the lattice of continuous functions
• The extremal process of super-Brownian motion: a probabilistic approach via skeletons
• Local and multilinear noncommutative de Leeuw theorems
• Hydrodynamic limit of simple exclusion processes in symmetric random environments via duality and homogenization
• Gaussian random fields: with and without covariances
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• Dynamical universality for random matrices
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• 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
• Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
• Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes
• Intersection of unit balls in classical matrix ensembles
• Gaps and interleaving of point processes in sampling from a residual allocation model
• Quasi-stationary distributions for subcritical superprocesses
• Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
• A strong duality principle for equivalence couplings and total variation
• Limits of Pólya urns with innovations
• General epidemiological models: law of large numbers and contact tracing
• The coalescent structure of uniform and Poisson samples from multitype branching processes
• Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning
• Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models
• Local convergence for permutations and local limits for uniform \(\rho \)-avoiding permutations with \(|\rho |=3\)
• Limit theorems for branching processes with immigration in a random environment
• Coalescence times for critical Galton-Watson processes with immigration
• Continuum models of directed polymers on disordered diamond fractals in the critical case
• Convergence of persistence diagram in the sparse regime
• Finite-dimensional Discrete Random Structures and Bayesian Clustering
• Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
• Decorrelation of a class of Gibbs particle processes and asymptotic properties of \(U\)-statistics
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• The forbidden region for random zeros: Appearance of quadrature domains
• Invariant measures of critical branching random walks in high dimension
• Limit theory of sparse random geometric graphs in high dimensions
• Applications and aspects of random measures
• Statistical inference for heavy tailed series with extremal independence
• Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background
• Hidden regular variation for point processes and the single/multiple large point heuristic
• Penrose-stable interactions in classical statistical mechanics
• Random measures. Classical lectures. Translated from the German by Hans Zessin.
• Compound Poisson approximation for regularly varying fields with application to sequence alignment
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• Lévy measures of infinitely divisible positive processes: examples and distributional identities
• Representable Markov categories and comparison of statistical experiments in categorical probability
• The random connection model and functions of edge-marked Poisson processes: second order properties and normal approximation
• Uniform strong law of large numbers for random signed measures
• On maximal hard-core thinnings of stationary particle processes
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• Zeros of the i.i.d. Gaussian Laurent series on an annulus: weighted Szegő kernels and permanental-determinantal point processes
• The tail process revisited
• Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations
• The tail process and tail measure of continuous time regularly varying stochastic processes
• Infinitely stochastic micro reserving
• An enriched mixture model for functional clustering
• On the modified Palm version
• Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion
• A functional non-central limit theorem for multiple-stable processes with long-range dependence
• Loewner chains and evolution families on parallel slit half-planes
• Edge fluctuations for random normal matrix ensembles
• Consistency of Hill estimators in a linear preferential attachment model
• Approximate Gibbsian structure in strongly correlated point fields and generalized Gaussian zero ensembles
• Limiting distributions for a class of super-Brownian motions with spatially dependent branching mechanisms
• Ranked masses in two-parameter Fleming–Viot diffusions
• Short cycles of random permutations with cycle weights: point processes approach
• Critical cluster cascades
• On the uniqueness of Gibbs distributions with a non-negative and subcritical pair potential
• Random means generated by random variables: expectation and limit theorems
• 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
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• Random and vector measures.
• Kingman's model with random mutation probabilities: convergence and condensation. I
• A note on the history of the Poisson process
• Tail measure and spectral tail process of regularly varying time series
• Infinite volume Gibbs states and metastates of the random field mean-field spherical model
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• Marked point processes in discrete time
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• Probabilistic symmetries and invariant neural networks
• On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
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• Regularization for Wasserstein distributionally robust optimization
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• Limit theory for U-statistics under geometric and topological constraints with rare events
• A new look at random projections of the cube and general product measures
• Structural properties of Gibbsian point processes in abstract spaces
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• Limit theorems for multi-type general branching processes with population dependence
• Evolution of an infinite fission-death system in the continuum
• A Gaussian free field approach to the natural parametrisation of \(\mathrm{SLE}_4\)
• Uniqueness and absence of percolation of classical gases

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