scholarly journals Persistence and Equilibria of Branching Populations with Exponential Intensity

2012 ◽  
Vol 49 (1) ◽  
pp. 226-244
Author(s):  
Zakhar Kabluchko
Keyword(s):  
Laplace Transform ◽  
Random Walks ◽  
Point Process ◽  
Poisson Point Process ◽  
Point Processes ◽  
Local Extinction ◽  
Branching Random Walks ◽  
Cluster Distribution

We consider a system of independent branching random walks on R which start from a Poisson point process with intensity of the form eλ(du) = e-λudu, where λ ∈ R is chosen in such a way that the overall intensity of particles is preserved. Denote by χ the cluster distribution, and let φ be the log-Laplace transform of the intensity of χ. If λφ'(λ) > 0, we show that the system is persistent, meaning that the point process formed by the particles in the nth generation converges as n → ∞ to a non-trivial point process Πeλχ with intensity eλ. If λφ'(λ) < 0 then the branching population suffers local extinction, meaning that the limiting point process is empty. We characterize point processes on R which are cluster invariant with respect to the cluster distribution χ as mixtures of the point processes Πceλχ over c > 0 and λ ∈ Kst, where Kst = {λ ∈ R: φ(λ) = 0, λφ'(λ) > 0}.

scholarly journals Persistence and Equilibria of Branching Populations with Exponential Intensity

2012 ◽  
Vol 49 (01) ◽  
pp. 226-244
Author(s):  
Zakhar Kabluchko
Keyword(s):  
Laplace Transform ◽  
Random Walks ◽  
Point Process ◽  
Poisson Point Process ◽  
Point Processes ◽  
Local Extinction ◽  
Branching Random Walks ◽  
Cluster Distribution

We consider a system of independent branching random walks on R which start from a Poisson point process with intensity of the form e λ(du) = e-λu du, where λ ∈ R is chosen in such a way that the overall intensity of particles is preserved. Denote by χ the cluster distribution, and let φ be the log-Laplace transform of the intensity of χ. If λφ'(λ) &gt; 0, we show that the system is persistent, meaning that the point process formed by the particles in the nth generation converges as n → ∞ to a non-trivial point process Πeλ χ with intensity e λ. If λφ'(λ) &lt; 0 then the branching population suffers local extinction, meaning that the limiting point process is empty. We characterize point processes on R which are cluster invariant with respect to the cluster distribution χ as mixtures of the point processes Π ce λ χ over c &gt; 0 and λ ∈ K st, where K st = {λ ∈ R: φ(λ) = 0, λφ'(λ) &gt; 0}.

scholarly journals Extremes of multitype branching random walks: heaviest tail wins

2019 ◽  
Vol 51 (2) ◽  
pp. 514-540
Author(s):  
Ayan Bhattacharya ◽  
Krishanu Maulik ◽  
Zbigniew Palmowski ◽  
Parthanil Roy
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Asymptotic Distribution ◽  
Point Process ◽  
Poisson Point Process ◽  
Point Processes ◽  
Weak Limit ◽  
The Other ◽  
Branching Random Walk ◽  
Branching Random Walks

AbstractWe consider a branching random walk on a multitype (with Q types of particles), supercritical Galton–Watson tree which satisfies the Kesten–Stigum condition. We assume that the displacements associated with the particles of type Q have regularly varying tails of index $\alpha$ , while the other types of particles have lighter tails than the particles of type Q. In this paper we derive the weak limit of the sequence of point processes associated with the positions of the particles in the nth generation. We verify that the limiting point process is a randomly scaled scale-decorated Poisson point process using the tools developed by Bhattacharya, Hazra, and Roy (2018). As a consequence, we obtain the asymptotic distribution of the position of the rightmost particle in the nth generation.

Extremes for shot noise processes with heavy tailed amplitudes

1997 ◽  
Vol 34 (03) ◽  
pp. 643-656 ◽  
Author(s):  
William P. McCormick
Keyword(s):  
Point Process ◽  
Shot Noise ◽  
Renewal Process ◽  
Poisson Point Process ◽  
Point Processes ◽  
Extremal Index ◽  
Two Dimensional ◽  
Limiting Behavior ◽  
Local Maxima ◽  
Heavy Tailed

Extreme value results for a class of shot noise processes with heavy tailed amplitudes are considered. For a process of the form, , where {τ k } are the points of a renewal process and {Ak } are i.i.d. with d.f. having a regularly varying tail, the limiting behavior of the maximum is determined. The extremal index is computed and any value in (0, 1) is possible. Two-dimensional point processes of the form are shown to converge to a compound Poisson point process limit. As a corollary to this result, the joint limiting distribution of high local maxima is obtained.

Extremes for shot noise processes with heavy tailed amplitudes

1997 ◽  
Vol 34 (3) ◽  
pp. 643-656 ◽  
Author(s):  
William P. McCormick
Keyword(s):  
Point Process ◽  
Shot Noise ◽  
Renewal Process ◽  
Poisson Point Process ◽  
Point Processes ◽  
Extremal Index ◽  
Two Dimensional ◽  
Limiting Behavior ◽  
Local Maxima ◽  
Heavy Tailed

Extreme value results for a class of shot noise processes with heavy tailed amplitudes are considered. For a process of the form, , where {τ k} are the points of a renewal process and {Ak} are i.i.d. with d.f. having a regularly varying tail, the limiting behavior of the maximum is determined. The extremal index is computed and any value in (0, 1) is possible. Two-dimensional point processes of the form are shown to converge to a compound Poisson point process limit. As a corollary to this result, the joint limiting distribution of high local maxima is obtained.

scholarly journals On the peeling procedure applied to a Poisson point process

2010 ◽  
Vol 42 (3) ◽  
pp. 620-630
Author(s):  
Y. Davydov ◽  
A. Nagaev ◽  
A. Philippe
Keyword(s):  
Convex Hull ◽  
Point Process ◽  
Numerical Experiments ◽  
Poisson Point Process ◽  
Point Processes ◽  
Asymptotic Properties ◽  
Convex Hulls ◽  
Limit Shape ◽  
Empirical Point ◽  
Stable Random Vectors

In this paper we focus on the asymptotic properties of the sequence of convex hulls which arise as a result of a peeling procedure applied to the convex hull generated by a Poisson point process. Processes of the considered type are tightly connected with empirical point processes and stable random vectors. Results are given about the limit shape of the convex hulls in the case of a discrete spectral measure. We give some numerical experiments to illustrate the peeling procedure for a larger class of Poisson point processes.

Extreme values of independent stochastic processes

1977 ◽  
Vol 14 (4) ◽  
pp. 732-739 ◽  
Author(s):  
Bruce M. Brown ◽  
Sidney I. Resnick
Keyword(s):  
Stochastic Processes ◽  
Point Process ◽  
Time Scales ◽  
Poisson Point Process ◽  
Point Processes ◽  
Extreme Values ◽  
Weak Limit ◽  
One Dimensional ◽  
Limit Process ◽  
Related Point

The maxima of independent Weiner processes spatially normalized with time scales compressed is considered and it is shown that a weak limit process exists. This limit process is stationary, and its one-dimensional distributions are of standard extreme-value type. The method of proof involves showing convergence of related point processes to a limit Poisson point process. The method is extended to handle the maxima of independent Ornstein–Uhlenbeck processes.

scholarly journals Quermass-interaction processes: conditions for stability

1999 ◽  
Vol 31 (02) ◽  
pp. 315-342 ◽  
Author(s):  
W. S. Kendall ◽  
M. N. M. van Lieshout ◽  
A. J. Baddeley
Keyword(s):  
Point Process ◽  
Poisson Point Process ◽  
Point Processes ◽  
Convex Set ◽  
Compact Convex ◽  
Main Question ◽  
Interaction Point ◽  
Interaction Processes ◽  
Area Functional ◽  
Compact Convex Set

We consider a class of random point and germ-grain processes, obtained using a rather natural weighting procedure. Given a Poisson point process, on each point one places a grain, a (possibly random) compact convex set. Let Ξ be the union of all grains. One can now construct new processes whose density is derived from an exponential of a linear combination of quermass functionals of Ξ. If only the area functional is used, then the area-interaction point process is recovered. New point processes arise if we include the perimeter length functional, or the Euler functional (number of components minus number of holes). The main question addressed by the paper is that of when the resulting point process is well-defined: geometric arguments are used to establish conditions for the point process to be stable in the sense of Ruelle.

scholarly journals Likelihood-based inference for Matérn type-III repulsive point processes

2009 ◽  
Vol 41 (4) ◽  
pp. 958-977 ◽  
Author(s):  
Mark L. Huber ◽  
Robert L. Wolpert
Keyword(s):  
Point Process ◽  
Poisson Point Process ◽  
Point Processes ◽  
Simulation Method ◽  
Perfect Simulation ◽  
Accurate Approximation ◽  
Intensity Parameter ◽  
Type Iii ◽  
Competition For Resources ◽  
As If

In a repulsive point process, points act as if they are repelling one another, leading to underdispersed configurations when compared to a standard Poisson point process. Such models are useful when competition for resources exists, as in the locations of towns and trees. Bertil Matérn introduced three models for repulsive point processes, referred to as types I, II, and III. Matérn used types I and II, and regarded type III as intractable. In this paper an algorithm is developed that allows for arbitrarily accurate approximation of the likelihood for data modeled by the Matérn type-III process. This method relies on a perfect simulation method that is shown to be fast in practice, generating samples in time that grows nearly linearly in the intensity parameter of the model, while the running times for more naive methods grow exponentially.

Nearest neighbors and Voronoi volumes in high-dimensional point processes with various distance functions

1985 ◽  
Vol 17 (4) ◽  
pp. 794-809 ◽  
Author(s):  
Charles M. Newman ◽  
Yosef Rinott
Keyword(s):  
Asymptotic Behavior ◽  
Point Process ◽  
Poisson Point Process ◽  
Point Processes ◽  
Nearest Neighbor ◽  
Correlation Coefficients ◽  
Nearest Neighbors ◽  
Distance Functions ◽  
High Dimensional ◽  
Voronoi Region

Consider a Poisson point process of density 1 in Rd, centered so that the origin is one of the points. Using lv distances, 1≦p≦∞, define Nd as the number of other points which have the origin as their nearest neighbor and Vol Vd as the volume of the Voronoi region of the origin. We prove that Nd → Poisson (λ = 1) and Vol Vd → 1 in distribution as d →∞, thus extending previous results from the case p = 2. More generally, for a variety of exchangeable distributions for n + 1 points, e0, · ··, en, in Rd and a variety of distances, we obtain the asymptotic behavior of Ndn, the number of points which have e0 as their nearest neighbor, as n, d → ∞ in one or both of the possible iterated orders. The distributions treated include points distributed on the unit l2 sphere and the distances treated include non-lp distances related to correlation coefficients.

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