Point le plus visité par un mouvement brownien avec dérive
Point processes of minimal order statistics
Point shift characterization of Palm measures on abelian groups.
Points, lignes et systèmes d'arrêt flous et problème d'arrêt optimal
Pointwise ergodic theorems for arithmetic sets
Poisson approximation for sums of dependent Bernoulli random variables.
Poisson boundary of triangular matrices in a number field
The aim of this note is to describe the Poisson boundary of the group of invertible triangular matrices with coefficients in a number field. It generalizes to any dimension and to any number field a result of Brofferio concerning the Poisson boundary of random rational affinities.
Poisson convergence for the largest eigenvalues of heavy tailed random matrices
We study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in (Electron. Commun. Probab.9 (2004) 82–91), we prove that, in the absence of the fourth moment, the asymptotic behavior of the top eigenvalues is determined by the behavior of the largest entries of the matrix.
Poisson kernel and Green function of balls for complex hyperbolic Brownian motion
The aim of this paper is to give a description of the Poisson kernel and the Green function of balls in the complex hyperbolic space. The description is in terms of the hypergeometric function and unitary spherical harmonics in ℂⁿ.
Poisson matching
Suppose that red and blue points occur as independent homogeneous Poisson processes in ℝd. We investigate translation-invariant schemes for perfectly matching the red points to the blue points. For any such scheme in dimensions d=1, 2, the matching distance X from a typical point to its partner must have infinite d/2th moment, while in dimensions d≥3 there exist schemes where X has finite exponential moments. The Gale–Shapley stable marriage is one natural matching scheme, obtained by iteratively...
Poisson perturbations
Poisson perturbations
Stein's method is used to prove approximations in total variation to the distributions of integer valued random variables by (possibly signed) compound Poisson measures. For sums of independent random variables, the results obtained are very explicit, and improve upon earlier work of Kruopis (1983) and Čekanavičius (1997); coupling methods are used to derive concrete expressions for the error bounds. An example is given to illustrate the potential for application to sums of dependent random variables. ...
Poisson point process limits in size-biased Galton-Watson trees.
Poisson point processes attached to symmetric diffusions
Poisson Random Fields with Control Measures. I
Poisson representation of strict regular step filtrations
Poisson snake and fragmentation.
Poisson stochastic integration in Hilbert spaces
Poisson thinning by monotone factors.
Poisson trees, succession lines and coalescing random walks