scholarly journals Moments of k-hop counts in the random-connection model

2019 ◽  
Vol 56 (4) ◽  
pp. 1106-1121
Author(s):  
Nicolas Privault

AbstractWe derive moment identities for the stochastic integrals of multiparameter processes in a random-connection model based on a point process admitting a Papangelou intensity. The identities are written using sums over partitions, and they reduce to sums over non-flat partition diagrams if the multiparameter processes vanish on diagonals. As an application, we obtain general identities for the moments of k-hop counts in the random-connection model, which simplify the derivations available in the literature.


2017 ◽  
Vol 49 (4) ◽  
pp. 1260-1287 ◽  
Author(s):  
Günter Last ◽  
Sebastian Ziesche

Abstract In the first part of this paper we consider a general stationary subcritical cluster model in ℝd. The associated pair-connectedness function can be defined in terms of two-point Palm probabilities of the underlying point process. Using Palm calculus and Fourier theory we solve the Ornstein–Zernike equation (OZE) under quite general distributional assumptions. In the second part of the paper we discuss the analytic and combinatorial properties of the OZE solution in the special case of a Poisson-driven random connection model.



1987 ◽  
Vol 19 (3) ◽  
pp. 546-559 ◽  
Author(s):  
Steven P. Ellis

A general way to look at kernel estimates of densities is to regard them as stochastic integrals with respect to a spatial point process. Under regularity conditions these behave asymptotically as if the point process were Poisson. However, this Poisson approximation may not work well if the data exhibits a lot of clustering. In this paper a more refined approximation to the characteristic functions of the integrals is developed. For clustered data, a ‘Gauss–Poisson’ approximation works better than the Poisson.



2017 ◽  
Vol 21 ◽  
pp. 138-158
Author(s):  
Benoît Cadre ◽  
Nicolas Klutchnikoff ◽  
Gaspar Massiot

For a Poisson point process X, Itô’s famous chaos expansion implies that every square integrable regression function r with covariate X can be decomposed as a sum of multiple stochastic integrals called chaos. In this paper, we consider the case where r can be decomposed as a sum of δ chaos. In the spirit of Cadre and Truquet [ESAIM: PS 19 (2015) 251–267], we introduce a semiparametric estimate of r based on i.i.d. copies of the data. We investigate the asymptotic minimax properties of our estimator when δ is known. We also propose an adaptive procedure when δ is unknown.



2019 ◽  
Vol 107 (4) ◽  
pp. 1717-1725
Author(s):  
Sinh Cong Lam ◽  
Kumbesan Sandrasegaran


1977 ◽  
Vol 3 (4) ◽  
pp. 283-290
Author(s):  
L.Julian Haywood ◽  
Vrudhula K. Murthy ◽  
George A. Harvey


1987 ◽  
Vol 19 (03) ◽  
pp. 546-559
Author(s):  
Steven P. Ellis

A general way to look at kernel estimates of densities is to regard them as stochastic integrals with respect to a spatial point process. Under regularity conditions these behave asymptotically as if the point process were Poisson. However, this Poisson approximation may not work well if the data exhibits a lot of clustering. In this paper a more refined approximation to the characteristic functions of the integrals is developed. For clustered data, a ‘Gauss–Poisson’ approximation works better than the Poisson.



1995 ◽  
Vol 27 (02) ◽  
pp. 293-305 ◽  
Author(s):  
Guillermo Ayala ◽  
Amelia Simó

A biphase image, representing the normal and degenerated fibres in a vertical cross-section of a nerve, is considered. A random set model based on a Gibbs point process is proposed for the union of the two phases. A kind of independence between the degeneration process and the original fibres is defined and tested.





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