Sarma, Utpal Jyoti Deba; Selvamuthu, Dharmaraja Study of discrete-time Hawkes process and its compensator. (English) Zbl 07913922 Stat. Probab. Lett. 214, Article ID 110192, 10 p. (2024). MSC: 60G55 60F05 60F15 PDFBibTeX XMLCite \textit{U. J. D. Sarma} and \textit{D. Selvamuthu}, Stat. Probab. Lett. 214, Article ID 110192, 10 p. (2024; Zbl 07913922) Full Text: DOI
Dello Schiavo, Lorenzo; Herry, Ronan; Suzuki, Kohei Wasserstein geometry and Ricci curvature bounds for Poisson spaces. (Géométrie de Wasserstein et minoration de la courbure de Ricci pour les espaces de Poisson.) (English. French summary) Zbl 07912281 J. Éc. Polytech., Math. 11, 957-1010 (2024). MSC: 60G55 49Q22 30L99 PDFBibTeX XMLCite \textit{L. Dello Schiavo} et al., J. Éc. Polytech., Math. 11, 957--1010 (2024; Zbl 07912281) Full Text: DOI arXiv
Dai, Dan; Yao, Luming; Zhai, Yu Asymptotics of the confluent hypergeometric process with a varying external potential in the super-exponential region. (English) Zbl 07897529 Anal. Appl., Singap. 22, No. 8, 1353-1387 (2024). MSC: 60G55 33C15 34M50 34M30 PDFBibTeX XMLCite \textit{D. Dai} et al., Anal. Appl., Singap. 22, No. 8, 1353--1387 (2024; Zbl 07897529) Full Text: DOI arXiv
Gu, Zihao; Lin, Yiqing; Xu, Kun Mean reflected BSDE driven by a marked point process and application in insurance risk management. (English) Zbl 07891423 ESAIM, Control Optim. Calc. Var. 30, Paper No. 51, 23 p. (2024). MSC: 60G55 60H10 91G20 PDFBibTeX XMLCite \textit{Z. Gu} et al., ESAIM, Control Optim. Calc. Var. 30, Paper No. 51, 23 p. (2024; Zbl 07891423) Full Text: DOI arXiv OA License
Joseph, Sobin; Jain, Shashi A neural network based model for multi-dimensional non-linear Hawkes processes. (English) Zbl 1540.60089 J. Comput. Appl. Math. 447, Article ID 115889, 23 p. (2024). MSC: 60G55 62G07 62P05 PDFBibTeX XMLCite \textit{S. Joseph} and \textit{S. Jain}, J. Comput. Appl. Math. 447, Article ID 115889, 23 p. (2024; Zbl 1540.60089) Full Text: DOI arXiv
Goyal, Dheeraj; Xie, Min On the compound Poisson phase-type process and its application in shock models. (English) Zbl 1540.60088 J. Comput. Appl. Math. 446, Article ID 115852, 15 p. (2024). MSC: 60G55 60K10 PDFBibTeX XMLCite \textit{D. Goyal} and \textit{M. Xie}, J. Comput. Appl. Math. 446, Article ID 115852, 15 p. (2024; Zbl 1540.60088) Full Text: DOI
Lin, Zhengjiang Nonlocal energy functionals and determinantal point processes on non-smooth domains. (English) Zbl 07873284 Math. Z. 307, No. 3, Paper No. 56, 22 p. (2024). MSC: 60G55 49Qxx 82Bxx PDFBibTeX XMLCite \textit{Z. Lin}, Math. Z. 307, No. 3, Paper No. 56, 22 p. (2024; Zbl 07873284) Full Text: DOI arXiv
Last, G.; Molchanov, I.; Schulte, M. Normal approximation of Kabanov-Skorohod integrals on Poisson spaces. (English) Zbl 07865966 J. Theor. Probab. 37, No. 2, 1124-1167 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G55 60H05 60H07 60F05 PDFBibTeX XMLCite \textit{G. Last} et al., J. Theor. Probab. 37, No. 2, 1124--1167 (2024; Zbl 07865966) Full Text: DOI arXiv OA License
Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit A Hawkes model with CARMA(p,q) intensity. (English) Zbl 07852741 Insur. Math. Econ. 116, 1-26 (2024). Reviewer: Hanspeter Schmidli (Köln) MSC: 60G55 62M05 62P05 91G99 PDFBibTeX XMLCite \textit{L. Mercuri} et al., Insur. Math. Econ. 116, 1--26 (2024; Zbl 07852741) Full Text: DOI arXiv
Borda, Bence; Grabner, Peter; Matzke, Ryan W. Riesz energy, \(L^2\) discrepancy, and optimal transport of determinantal point processes on the sphere and the flat torus. (English) Zbl 07849535 Mathematika 70, No. 2, Article ID e12245, 34 p. (2024). MSC: 60G55 31C12 49Q22 11K38 PDFBibTeX XMLCite \textit{B. Borda} et al., Mathematika 70, No. 2, Article ID e12245, 34 p. (2024; Zbl 07849535) Full Text: DOI arXiv OA License
Heiny, Johannes; Kleemann, Carolin Point process convergence for symmetric functions of high-dimensional random vectors. (English) Zbl 07846578 Extremes 27, No. 2, 185-217 (2024). MSC: 60G55 60G70 60B12 PDFBibTeX XMLCite \textit{J. Heiny} and \textit{C. Kleemann}, Extremes 27, No. 2, 185--217 (2024; Zbl 07846578) Full Text: DOI arXiv OA License
Li, Bo; Pang, Guodong Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes. (English) Zbl 07845401 J. Appl. Probab. 61, No. 2, 490-514 (2024). MSC: 60G55 60K25 60F17 90B22 60H10 60J70 PDFBibTeX XMLCite \textit{B. Li} and \textit{G. Pang}, J. Appl. Probab. 61, No. 2, 490--514 (2024; Zbl 07845401) Full Text: DOI
Sabatini, Silvia; Villa, Elena On a special class of Gibbs hard-core point processes modeling random patterns of non-overlapping grains. (English) Zbl 1535.60084 Stochastic Anal. Appl. 42, No. 2, 386-413 (2024). MSC: 60G55 60D05 PDFBibTeX XMLCite \textit{S. Sabatini} and \textit{E. Villa}, Stochastic Anal. Appl. 42, No. 2, 386--413 (2024; Zbl 1535.60084) Full Text: DOI
Jordanova, Pavlina K.; Savov, Mladen; Tchorbadjieff, Assen; Stehlík, Milan Mixed Poisson process with Stacy mixing variable. (English) Zbl 1535.60083 Stochastic Anal. Appl. 42, No. 2, 289-305 (2024). MSC: 60G55 PDFBibTeX XMLCite \textit{P. K. Jordanova} et al., Stochastic Anal. Appl. 42, No. 2, 289--305 (2024; Zbl 1535.60083) Full Text: DOI arXiv
Khabou, Mahmoud; Privault, Nicolas; Réveillac, Anthony Normal approximation of compound Hawkes functionals. (English) Zbl 07826603 J. Theor. Probab. 37, No. 1, 549-581 (2024). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 60F05 60G57 60H07 PDFBibTeX XMLCite \textit{M. Khabou} et al., J. Theor. Probab. 37, No. 1, 549--581 (2024; Zbl 07826603) Full Text: DOI arXiv
Fallahi, Masoumeh; Pourtaheri, Reza; Eskandari, Farzad The multivariate generalized linear Hawkes process in high dimensions with applications in neuroscience. (English) Zbl 1533.60069 Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 1, 25 p. (2024). MSC: 60G55 92C20 PDFBibTeX XMLCite \textit{M. Fallahi} et al., Methodol. Comput. Appl. Probab. 26, No. 1, Paper No. 1, 25 p. (2024; Zbl 1533.60069) Full Text: DOI
Daw, Andrew Conditional uniformity and Hawkes processes. (English) Zbl 1532.60100 Math. Oper. Res. 49, No. 1, 40-57 (2024). MSC: 60G55 05A19 PDFBibTeX XMLCite \textit{A. Daw}, Math. Oper. Res. 49, No. 1, 40--57 (2024; Zbl 1532.60100) Full Text: DOI arXiv
Louvet, Apolline; Véber, Amandine Measure-valued growth processes in continuous space and growth properties starting from an infinite interface. (English) Zbl 07812490 Stochastic Processes Appl. 170, Article ID 104291, 31 p. (2024). MSC: 60G55 60G57 82C43 92D25 60J25 60G50 60K20 82C41 PDFBibTeX XMLCite \textit{A. Louvet} and \textit{A. Véber}, Stochastic Processes Appl. 170, Article ID 104291, 31 p. (2024; Zbl 07812490) Full Text: DOI arXiv HAL
Yao, Luming; Zhang, Lun On the gap probability of the tacnode process. (English) Zbl 1539.60059 Adv. Math. 438, Article ID 109474, 85 p. (2024). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G55 60K35 82B41 PDFBibTeX XMLCite \textit{L. Yao} and \textit{L. Zhang}, Adv. Math. 438, Article ID 109474, 85 p. (2024; Zbl 1539.60059) Full Text: DOI arXiv
Robert, Philippe; Vignoud, Gaëtan A palm space approach to non-linear Hawkes processes. (English) Zbl 07798917 Electron. J. Probab. 29, Paper No. 2, 37 p. (2024). MSC: 60G55 PDFBibTeX XMLCite \textit{P. Robert} and \textit{G. Vignoud}, Electron. J. Probab. 29, Paper No. 2, 37 p. (2024; Zbl 07798917) Full Text: DOI arXiv
Beltrán, Carlos; Delgado, Antonia; Fernández, Lidia; Sánchez-Lara, Joaquín On Gegenbauer point processes on the unit interval. (English) Zbl 07798447 Potential Anal. 60, No. 1, 139-172 (2024). Reviewer: Wilfredo Urbina (Chicago) MSC: 60G55 60B20 33C45 12D10 26C10 PDFBibTeX XMLCite \textit{C. Beltrán} et al., Potential Anal. 60, No. 1, 139--172 (2024; Zbl 07798447) Full Text: DOI arXiv OA License
Nishry, Alon; Wennman, Aron The forbidden region for random zeros: appearance of quadrature domains. (English) Zbl 1539.60058 Commun. Pure Appl. Math. 77, No. 3, 1766-1849 (2024). Reviewer: Steven B. Damelin (Ann Arbor) MSC: 60G55 60F10 31A15 30C99 31A05 35R35 49J10 PDFBibTeX XMLCite \textit{A. Nishry} and \textit{A. Wennman}, Commun. Pure Appl. Math. 77, No. 3, 1766--1849 (2024; Zbl 1539.60058) Full Text: DOI arXiv OA License
Haimi, Antti; Romero, José Luis Normality of smooth statistics for planar determinantal point processes. (English) Zbl 07788899 Bernoulli 30, No. 1, 666-682 (2024). MSC: 60G55 15B52 60B20 46E22 PDFBibTeX XMLCite \textit{A. Haimi} and \textit{J. L. Romero}, Bernoulli 30, No. 1, 666--682 (2024; Zbl 07788899) Full Text: DOI arXiv
Azimi-Abarghouyi, Seyed Mohammad; Dhillon, Harpreet S. Matérn cluster process with holes at the cluster centers. (English) Zbl 1525.60058 Stat. Probab. Lett. 204, Article ID 109931, 10 p. (2024). MSC: 60G55 60D05 92C42 PDFBibTeX XMLCite \textit{S. M. Azimi-Abarghouyi} and \textit{H. S. Dhillon}, Stat. Probab. Lett. 204, Article ID 109931, 10 p. (2024; Zbl 1525.60058) Full Text: DOI arXiv OA License
Gupta, Neha; Maheshwari, Aditya Hawkes process with tempered Mittag-Leffler kernel. arXiv:2408.11695 Preprint, arXiv:2408.11695 [math.PR] (2024). MSC: 60G55 60G22 BibTeX Cite \textit{N. Gupta} and \textit{A. Maheshwari}, ``Hawkes process with tempered Mittag-Leffler kernel'', Preprint, arXiv:2408.11695 [math.PR] (2024) Full Text: arXiv OA License
Kwan, Tsz-Kit Jeffrey; Chen, Feng; Dunsmuir, William Likelihood inference of the non-stationary Hawkes process with non-exponential kernel. arXiv:2408.09710 Preprint, arXiv:2408.09710 [math.ST] (2024). MSC: 60G55 62F12 62M15 BibTeX Cite \textit{T.-K. J. Kwan} et al., ``Likelihood inference of the non-stationary Hawkes process with non-exponential kernel'', Preprint, arXiv:2408.09710 [math.ST] (2024) Full Text: arXiv OA License
Brun, Morten; Hirsch, Christian; Juhasz, Peter; Otto, Moritz Random Connection Hypergraphs. arXiv:2407.16334 Preprint, arXiv:2407.16334 [math.PR] (2024). MSC: 60G55 60D05 60F05 55U10 05C65 05C80 BibTeX Cite \textit{M. Brun} et al., ``Random Connection Hypergraphs'', Preprint, arXiv:2407.16334 [math.PR] (2024) Full Text: arXiv OA License
Kataria, K. K.; Vishwakarma, P. Fractional Poisson Random Fields on \(\mathbb{R}^2_+\). arXiv:2407.15619 Preprint, arXiv:2407.15619 [math.PR] (2024). MSC: 60G55 60G57 60G60 BibTeX Cite \textit{K. K. Kataria} and \textit{P. Vishwakarma}, ``Fractional Poisson Random Fields on $\mathbb{R}^2_+$'', Preprint, arXiv:2407.15619 [math.PR] (2024) Full Text: arXiv OA License
Arias, Pablo García Equidistribution of points in the Harmonic ensemble for the Wasserstein distance. arXiv:2405.17298 Preprint, arXiv:2405.17298 [math.PR] (2024). MSC: 60G55 BibTeX Cite \textit{P. G. Arias}, ``Equidistribution of points in the Harmonic ensemble for the Wasserstein distance'', Preprint, arXiv:2405.17298 [math.PR] (2024) Full Text: arXiv OA License
Szulga, Jerzy Random Gamma time. arXiv:2405.13990 Preprint, arXiv:2405.13990 [math.PR] (2024). MSC: 60G55 60G17 60H99 60K99 BibTeX Cite \textit{J. Szulga}, ``Random Gamma time'', Preprint, arXiv:2405.13990 [math.PR] (2024) Full Text: arXiv OA License
Björklund, Michael; Byléhn, Mattias Hyperuniformity of random measures on Euclidean and hyperbolic spaces. arXiv:2405.12737 Preprint, arXiv:2405.12737 [math.PR] (2024). MSC: 60G55 60G57 43A90 BibTeX Cite \textit{M. Björklund} and \textit{M. Byléhn}, ``Hyperuniformity of random measures on Euclidean and hyperbolic spaces'', Preprint, arXiv:2405.12737 [math.PR] (2024) Full Text: arXiv OA License
Ghosh, Partha Pratim; Mallein, Bastien Extremal Process of Last Progeny Modified Branching Random Walks. arXiv:2405.11609 Preprint, arXiv:2405.11609 [math.PR] (2024). MSC: 60G55 60G70 60J80 60G42 60G50 BibTeX Cite \textit{P. P. Ghosh} and \textit{B. Mallein}, ``Extremal Process of Last Progeny Modified Branching Random Walks'', Preprint, arXiv:2405.11609 [math.PR] (2024) Full Text: arXiv OA License
Hillairet, Caroline; Peyrat, Thomas; Réveillac, Anthony Poisson imbedding meets the Clark-Ocone formula. arXiv:2404.07541 Preprint, arXiv:2404.07541 [math.PR] (2024). MSC: 60G55 60G57 60H07 BibTeX Cite \textit{C. Hillairet} et al., ``Poisson imbedding meets the Clark-Ocone formula'', Preprint, arXiv:2404.07541 [math.PR] (2024) Full Text: arXiv OA License
Lachièze-Rey, Raphaël; Yogeshwaran, D. Hyperuniformity and optimal transport of point processes. arXiv:2402.13705 Preprint, arXiv:2402.13705 [math.PR] (2024). MSC: 60G55 49Q22 60D05 60B15 42A38 BibTeX Cite \textit{R. Lachièze-Rey} and \textit{D. Yogeshwaran}, ``Hyperuniformity and optimal transport of point processes'', Preprint, arXiv:2402.13705 [math.PR] (2024) Full Text: arXiv OA License
van Lieshout, M. N. M.; Markwitz, R. L. A non-homogeneous Semi-Markov model for Interval Censoring. arXiv:2401.17905 Preprint, arXiv:2401.17905 [math.PR] (2024). MSC: 60G55 60K15 BibTeX Cite \textit{M. N. M. van Lieshout} and \textit{R. L. Markwitz}, ``A non-homogeneous Semi-Markov model for Interval Censoring'', Preprint, arXiv:2401.17905 [math.PR] (2024) Full Text: arXiv OA License
Zhuzhel, V.; Grabar, V.; Kaploukhaya, N.; Rivera-Castro, R.; Mironova, L.; Zaytsev, A.; Burnaev, E. No two users are alike: generating audiences with neural clustering for temporal point processes. (English. Russian original) Zbl 1533.60073 Dokl. Math. 108, Suppl. 2, S511-S528 (2023); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 514, No. 2, 395-416 (2023). MSC: 60G55 62F10 PDFBibTeX XMLCite \textit{V. Zhuzhel} et al., Dokl. Math. 108, S511--S528 (2023; Zbl 1533.60073); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 514, No. 2, 395--416 (2023) Full Text: DOI
Falgas-Ravry, Victor; Sarkar, Amites Bootstrap percolation in random geometric graphs. (English) Zbl 07806764 Adv. Appl. Probab. 55, No. 4, 1254-1300 (2023). MSC: 60G55 60D05 60K35 PDFBibTeX XMLCite \textit{V. Falgas-Ravry} and \textit{A. Sarkar}, Adv. Appl. Probab. 55, No. 4, 1254--1300 (2023; Zbl 07806764) Full Text: DOI arXiv
Bufetov, Alexander I.; García-Zelada, David; Lin, Zhaofeng Fluctuations of the process of moduli for the Ginibre and hyperbolic ensembles. (English) Zbl 1532.60099 J. Math. Phys. Anal. Geom. 19, No. 1, 74-106 (2023). MSC: 60G55 30B20 30H20 PDFBibTeX XMLCite \textit{A. I. Bufetov} et al., J. Math. Phys. Anal. Geom. 19, No. 1, 74--106 (2023; Zbl 1532.60099) Full Text: DOI arXiv
Stiefel, Jakob Mean-field limits for non-linear Hawkes processes with inhibition on a Erdős-Rényi-graph. (English) Zbl 1533.60072 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1459-1481 (2023). MSC: 60G55 05C80 PDFBibTeX XMLCite \textit{J. Stiefel}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 2, 1459--1481 (2023; Zbl 1533.60072) Full Text: arXiv Link
Kassel, Adrien; Lévy, Thierry On the mean projection theorem for determinantal point processes. (English) Zbl 1533.60070 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 497-504 (2023). MSC: 60G55 15A75 PDFBibTeX XMLCite \textit{A. Kassel} and \textit{T. Lévy}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 497--504 (2023; Zbl 1533.60070) Full Text: arXiv Link
Bufetov, A. I. Sub-Poissonian estimates for exponential moments of additive functionals over pairs of particles with respect to determinantal and symplectic Pfaffian point processes governed by entire functions. (English) Zbl 1533.60068 Mosc. Math. J. 23, No. 4, 463-478 (2023). MSC: 60G55 30D20 PDFBibTeX XMLCite \textit{A. I. Bufetov}, Mosc. Math. J. 23, No. 4, 463--478 (2023; Zbl 1533.60068) Full Text: arXiv Link
Otto, Moritz Extremal behavior of large cells in the Poisson hyperplane mosaic. (English) Zbl 1528.60049 Electron. J. Probab. 28, Paper No. 162, 29 p. (2023). MSC: 60G55 60D05 60F17 PDFBibTeX XMLCite \textit{M. Otto}, Electron. J. Probab. 28, Paper No. 162, 29 p. (2023; Zbl 1528.60049) Full Text: DOI arXiv
Last, Günter; Otto, Moritz Disagreement coupling of Gibbs processes with an application to Poisson approximation. (English) Zbl 07787932 Ann. Appl. Probab. 33, No. 5, 4091-4126 (2023). MSC: 60G55 60D05 60K35 PDFBibTeX XMLCite \textit{G. Last} and \textit{M. Otto}, Ann. Appl. Probab. 33, No. 5, 4091--4126 (2023; Zbl 07787932) Full Text: DOI arXiv Link
Phi, Tien Cuong; Löcherbach, Eva; Reynaud-Bouret, Patricia Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms. (English) Zbl 1533.60071 J. Appl. Probab. 60, No. 4, 1469-1500 (2023). MSC: 60G55 60K35 PDFBibTeX XMLCite \textit{T. C. Phi} et al., J. Appl. Probab. 60, No. 4, 1469--1500 (2023; Zbl 1533.60071) Full Text: DOI arXiv HAL
Seol, Youngsoo Asymptotic results for a class of Markovian self-exciting processes. (English) Zbl 1532.60102 J. Inequal. Appl. 2023, Paper No. 79, 12 p. (2023). MSC: 60G55 60F05 60F10 PDFBibTeX XMLCite \textit{Y. Seol}, J. Inequal. Appl. 2023, Paper No. 79, 12 p. (2023; Zbl 1532.60102) Full Text: DOI OA License
Sodin, Mikhail; Wennman, Aron; Yakir, Oren The random Weierstrass zeta function. I: Existence, uniqueness, fluctuations. (English) Zbl 1523.60092 J. Stat. Phys. 190, No. 10, Paper No. 166, 34 p. (2023). MSC: 60G55 60K35 30B20 82B05 PDFBibTeX XMLCite \textit{M. Sodin} et al., J. Stat. Phys. 190, No. 10, Paper No. 166, 34 p. (2023; Zbl 1523.60092) Full Text: DOI arXiv OA License
Sodin, Mikhail; Wennman, Aron; Yakir, Oren The random Weierstrass zeta function. II: Fluctuations of the electric flux through rectifiable curves. (English) Zbl 1523.60091 J. Stat. Phys. 190, No. 10, Paper No. 164, 29 p. (2023). MSC: 60G55 60K35 30B20 82B05 11M41 PDFBibTeX XMLCite \textit{M. Sodin} et al., J. Stat. Phys. 190, No. 10, Paper No. 164, 29 p. (2023; Zbl 1523.60091) Full Text: DOI arXiv OA License
Betken, Carina; Hug, Daniel; Thäle, Christoph Intersections of Poisson \(k\)-flats in constant curvature spaces. (English) Zbl 1525.60059 Stochastic Processes Appl. 165, 96-129 (2023). MSC: 60G55 60D05 53C65 52A22 52A55 60F05 PDFBibTeX XMLCite \textit{C. Betken} et al., Stochastic Processes Appl. 165, 96--129 (2023; Zbl 1525.60059) Full Text: DOI arXiv
Alshehri, Maryam Gharamah Ali; Lytvynov, Eugene Particle-hole transformation in the continuum and determinantal point processes. (English) Zbl 1525.60057 Commun. Math. Phys. 403, No. 2, 627-659 (2023). MSC: 60G55 60C05 60G57 81S25 82B10 PDFBibTeX XMLCite \textit{M. G. A. Alshehri} and \textit{E. Lytvynov}, Commun. Math. Phys. 403, No. 2, 627--659 (2023; Zbl 1525.60057) Full Text: DOI arXiv OA License
Timár, Ádám A factor matching of optimal tail between Poisson processes. (English) Zbl 07745882 Combinatorica 43, No. 2, 421-428 (2023). MSC: 60G55 60D05 PDFBibTeX XMLCite \textit{Á. Timár}, Combinatorica 43, No. 2, 421--428 (2023; Zbl 07745882) Full Text: DOI arXiv OA License
Otto, Moritz; Thäle, Christoph Large nearest neighbour balls in hyperbolic stochastic geometry. (English) Zbl 1530.60047 Extremes 26, No. 3, 413-431 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G55 52A55 60D05 PDFBibTeX XMLCite \textit{M. Otto} and \textit{C. Thäle}, Extremes 26, No. 3, 413--431 (2023; Zbl 1530.60047) Full Text: DOI arXiv OA License
Bielecki, Tomasz R.; Jakubowski, Jacek; Niewęgłowski, Mariusz Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources. (English) Zbl 1517.60051 Stoch. Models 39, No. 3, 537-565 (2023). MSC: 60G55 60H99 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., Stoch. Models 39, No. 3, 537--565 (2023; Zbl 1517.60051) Full Text: DOI
Charlier, Christophe; Moreillon, Philippe On the generating function of the Pearcey process. (English) Zbl 1535.60082 Ann. Appl. Probab. 33, No. 4, 3240-3277 (2023). MSC: 60G55 60B20 41A60 30E25 PDFBibTeX XMLCite \textit{C. Charlier} and \textit{P. Moreillon}, Ann. Appl. Probab. 33, No. 4, 3240--3277 (2023; Zbl 1535.60082) Full Text: DOI arXiv Link
Mascart, Cyrille; Hill, David; Muzy, Alexandre; Reynaud-Bouret, Patricia Efficient simulation of sparse graphs of point processes. (English) Zbl 1515.60145 ACM Trans. Model. Comput. Simul. 33, No. 1-2, Article No. 1, 27 p. (2023). MSC: 60G55 68R10 60D05 PDFBibTeX XMLCite \textit{C. Mascart} et al., ACM Trans. Model. Comput. Simul. 33, No. 1--2, Article No. 1, 27 p. (2023; Zbl 1515.60145) Full Text: DOI arXiv
Hachiya, Hirotaka; Hong, Sujun Multistream-based marked point process with decomposed cumulative hazard functions. (English) Zbl 1515.60141 Neural Comput. 35, No. 4, 699-726 (2023). MSC: 60G55 68T07 PDFBibTeX XMLCite \textit{H. Hachiya} and \textit{S. Hong}, Neural Comput. 35, No. 4, 699--726 (2023; Zbl 1515.60141) Full Text: DOI
Schmutz, Valentin; Löcherbach, Eva; Schwalger, Tilo On a finite-size neuronal population equation. (English) Zbl 1515.60146 SIAM J. Appl. Dyn. Syst. 22, No. 2, 996-1029 (2023). MSC: 60G55 92C20 35Q92 60K35 PDFBibTeX XMLCite \textit{V. Schmutz} et al., SIAM J. Appl. Dyn. Syst. 22, No. 2, 996--1029 (2023; Zbl 1515.60146) Full Text: DOI arXiv
Kaakai, Sarah; El Karoui, Nicole Birth death swap population in random environment and aggregation with two timescales. (English) Zbl 1524.60098 Stochastic Processes Appl. 162, 218-248 (2023). MSC: 60G55 60J80 60K35 92D25 PDFBibTeX XMLCite \textit{S. Kaakai} and \textit{N. El Karoui}, Stochastic Processes Appl. 162, 218--248 (2023; Zbl 1524.60098) Full Text: DOI arXiv
Lin, Zhaofeng; Qiu, Yanqi; Wang, Kai Gaussian limit for determinantal point processes with \(J\)-Hermitian kernels. (English) Zbl 1515.60144 Sci. China, Math. 66, No. 6, 1359-1374 (2023). MSC: 60G55 30B20 30H20 PDFBibTeX XMLCite \textit{Z. Lin} et al., Sci. China, Math. 66, No. 6, 1359--1374 (2023; Zbl 1515.60144) Full Text: DOI arXiv
Selvamuthu, Dharmaraja; Pandey, Shamiksha; Tardelli, Paola Limit theorems for an extended inverse Hawkes process with general exciting functions. (English) Zbl 1515.60147 Stat. Probab. Lett. 197, Article ID 109817, 9 p. (2023). MSC: 60G55 60F10 PDFBibTeX XMLCite \textit{D. Selvamuthu} et al., Stat. Probab. Lett. 197, Article ID 109817, 9 p. (2023; Zbl 1515.60147) Full Text: DOI
Di Crescenzo, Antonio; Martinucci, Barbara; Paraggio, Paola Vessels arrival process and its application to the SHIP/M/\(\infty\) queue. (English) Zbl 1515.60138 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 38, 33 p. (2023). MSC: 60G55 60K25 PDFBibTeX XMLCite \textit{A. Di Crescenzo} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 38, 33 p. (2023; Zbl 1515.60138) Full Text: DOI OA License
Kadankova, Tetyana; Leonenko, Nikolai; Scalas, Enrico Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order \(k\) and beyond. (English) Zbl 07702530 Commun. Stat., Theory Methods 52, No. 8, 2682-2701 (2023). MSC: 60G55 26A33 60G05 60G51 PDFBibTeX XMLCite \textit{T. Kadankova} et al., Commun. Stat., Theory Methods 52, No. 8, 2682--2701 (2023; Zbl 07702530) Full Text: DOI arXiv OA License
Kroll, M. Concentration inequalities for Poisson point processes with application to adaptive intensity estimation. (English) Zbl 1525.60061 Stochastics 95, No. 1, 54-66 (2023). MSC: 60G55 60E15 62G05 PDFBibTeX XMLCite \textit{M. Kroll}, Stochastics 95, No. 1, 54--66 (2023; Zbl 1525.60061) Full Text: DOI arXiv
Shirai, Tomoyuki; Suzaki, Kiyotaka A limit theorem for persistence diagrams of random filtered complexes built over marked point processes. (English) Zbl 1538.60072 Mod. Stoch., Theory Appl. 10, No. 1, 1-18 (2023). MSC: 60G55 60K35 60B10 55N20 PDFBibTeX XMLCite \textit{T. Shirai} and \textit{K. Suzaki}, Mod. Stoch., Theory Appl. 10, No. 1, 1--18 (2023; Zbl 1538.60072) Full Text: DOI arXiv
Huang, Lorick; Khabou, Mahmoud Nonlinear Poisson autoregression and nonlinear Hawkes processes. (English) Zbl 1524.60097 Stochastic Processes Appl. 161, 201-241 (2023). MSC: 60G55 62M10 62M09 PDFBibTeX XMLCite \textit{L. Huang} and \textit{M. Khabou}, Stochastic Processes Appl. 161, 201--241 (2023; Zbl 1524.60097) Full Text: DOI
Abreu, Luís Daniel Entanglement entropy and hyperuniformity of Ginibre and Weyl-Heisenberg ensembles. (English) Zbl 1533.60066 Lett. Math. Phys. 113, No. 3, Paper No. 54, 14 p. (2023). MSC: 60G55 47B35 81P42 82D03 PDFBibTeX XMLCite \textit{L. D. Abreu}, Lett. Math. Phys. 113, No. 3, Paper No. 54, 14 p. (2023; Zbl 1533.60066) Full Text: DOI arXiv OA License
Tremblay, Nicolas; Barthelmé, Simon; Usevich, Konstantin; Amblard, Pierre-Olivier Extended L-ensembles: a new representation for determinantal point processes. (English) Zbl 1527.60038 Ann. Appl. Probab. 33, No. 1, 613-640 (2023). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 65D05 PDFBibTeX XMLCite \textit{N. Tremblay} et al., Ann. Appl. Probab. 33, No. 1, 613--640 (2023; Zbl 1527.60038) Full Text: DOI arXiv
Mammen, Enno; Müller, Marilena Nonparametric estimation of locally stationary Hawkes processes. (English) Zbl 1532.60101 Bernoulli 29, No. 3, 2062-2083 (2023). MSC: 60G55 62G05 62G20 PDFBibTeX XMLCite \textit{E. Mammen} and \textit{M. Müller}, Bernoulli 29, No. 3, 2062--2083 (2023; Zbl 1532.60101) Full Text: DOI arXiv Link
Hillairet, Caroline; Réveillac, Anthony; Rosenbaum, Mathieu An expansion formula for Hawkes processes and application to cyber-insurance derivatives. (English) Zbl 1511.60071 Stochastic Processes Appl. 160, 89-119 (2023). MSC: 60G55 60H07 91G05 PDFBibTeX XMLCite \textit{C. Hillairet} et al., Stochastic Processes Appl. 160, 89--119 (2023; Zbl 1511.60071) Full Text: DOI arXiv HAL
Dai, Dan; Xu, Shuai-Xia; Zhang, Lun Gap probability for the hard edge Pearcey process. (English) Zbl 1516.60030 Ann. Henri Poincaré 24, No. 6, 2067-2136 (2023). MSC: 60G55 60B20 PDFBibTeX XMLCite \textit{D. Dai} et al., Ann. Henri Poincaré 24, No. 6, 2067--2136 (2023; Zbl 1516.60030) Full Text: DOI arXiv
Abreu, Luís Daniel; Balazs, Peter; Jakšić, Smiljana The affine ensemble: determinantal point processes associated with the \(ax + b\) group. (English) Zbl 1528.60044 J. Math. Soc. Japan 75, No. 2, 469-483 (2023). MSC: 60G55 30H20 42C40 PDFBibTeX XMLCite \textit{L. D. Abreu} et al., J. Math. Soc. Japan 75, No. 2, 469--483 (2023; Zbl 1528.60044) Full Text: DOI arXiv
Lima, Rafael Hawkes processes modeling, inference, and control: an overview. (English) Zbl 1515.60143 SIAM Rev. 65, No. 2, 331-374 (2023). MSC: 60G55 62M20 68T05 PDFBibTeX XMLCite \textit{R. Lima}, SIAM Rev. 65, No. 2, 331--374 (2023; Zbl 1515.60143) Full Text: DOI arXiv
Li, Bo; Pang, Guodong On the splitting and aggregating of Hawkes processes. (English) Zbl 1516.60032 J. Appl. Probab. 60, No. 2, 676-692 (2023). MSC: 60G55 60F17 PDFBibTeX XMLCite \textit{B. Li} and \textit{G. Pang}, J. Appl. Probab. 60, No. 2, 676--692 (2023; Zbl 1516.60032) Full Text: DOI
Lee, Young; Rheinländer, Thorsten On the cumulant transforms for Hawkes processes. (English) Zbl 1516.60031 J. Appl. Probab. 60, No. 2, 528-541 (2023). MSC: 60G55 60G20 60E10 PDFBibTeX XMLCite \textit{Y. Lee} and \textit{T. Rheinländer}, J. Appl. Probab. 60, No. 2, 528--541 (2023; Zbl 1516.60031) Full Text: DOI
Kirchner, Matthias Critical cluster cascades. (English) Zbl 1523.60090 Adv. Appl. Probab. 55, No. 2, 357-381 (2023). MSC: 60G55 60J80 PDFBibTeX XMLCite \textit{M. Kirchner}, Adv. Appl. Probab. 55, No. 2, 357--381 (2023; Zbl 1523.60090) Full Text: DOI arXiv
Freud, Thomas; Rodriguez, Pablo M. The Bell-Touchard counting process. (English) Zbl 1511.60070 Appl. Math. Comput. 444, Article ID 127741, 16 p. (2023). MSC: 60G55 11B73 PDFBibTeX XMLCite \textit{T. Freud} and \textit{P. M. Rodriguez}, Appl. Math. Comput. 444, Article ID 127741, 16 p. (2023; Zbl 1511.60070) Full Text: DOI arXiv
Petráková, Martina A note on the existence of Gibbs marked point processes with applications in stochastic geometry. (English) Zbl 1538.60071 Kybernetika 59, No. 1, 130-159 (2023). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 60D05 PDFBibTeX XMLCite \textit{M. Petráková}, Kybernetika 59, No. 1, 130--159 (2023; Zbl 1538.60071) Full Text: DOI arXiv
Barthelmé, Simon; Tremblay, Nicolas; Usevich, Konstantin; Amblard, Pierre-Olivier Determinantal point processes in the flat limit. (English) Zbl 1535.60081 Bernoulli 29, No. 2, 957-983 (2023). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 65D05 60B20 PDFBibTeX XMLCite \textit{S. Barthelmé} et al., Bernoulli 29, No. 2, 957--983 (2023; Zbl 1535.60081) Full Text: DOI arXiv Link
Habyarimana, Cassien; Aduda, Jane A.; Scalas, Enrico; Chen, Jing; Hawkes, Alan G.; Polito, Federico A fractional Hawkes process. II: Further characterization of the process. (English) Zbl 1527.60037 Physica A 615, Article ID 128596, 11 p. (2023). MSC: 60G55 PDFBibTeX XMLCite \textit{C. Habyarimana} et al., Physica A 615, Article ID 128596, 11 p. (2023; Zbl 1527.60037) Full Text: DOI arXiv OA License
Chen, Xinxin; Garban, Christophe; Shekhar, Atul The fixed points of branching Brownian motion. (English) Zbl 1515.60137 Probab. Theory Relat. Fields 185, No. 3-4, 839-884 (2023). MSC: 60G55 60J80 PDFBibTeX XMLCite \textit{X. Chen} et al., Probab. Theory Relat. Fields 185, No. 3--4, 839--884 (2023; Zbl 1515.60137) Full Text: DOI arXiv HAL
Angel, Omer; Ray, Gourab; Spinka, Yinon A tale of two balloons. (English) Zbl 1515.60136 Probab. Theory Relat. Fields 185, No. 3-4, 815-837 (2023). MSC: 60G55 60G10 PDFBibTeX XMLCite \textit{O. Angel} et al., Probab. Theory Relat. Fields 185, No. 3--4, 815--837 (2023; Zbl 1515.60136) Full Text: DOI arXiv
Goldman, André A note related to the CS decomposition and the BK inequality for discrete determinantal processes. (English) Zbl 1515.60140 J. Appl. Probab. 60, No. 1, 189-203 (2023). MSC: 60G55 15A23 PDFBibTeX XMLCite \textit{A. Goldman}, J. Appl. Probab. 60, No. 1, 189--203 (2023; Zbl 1515.60140) Full Text: DOI arXiv
Hirao, Masatake On \(p\)-frame potentials of the Beltrán and Etayo point processes on the sphere. (English) Zbl 1503.60057 JSIAM Lett. 15, 1-4 (2023). MSC: 60G55 60B20 31C15 42C40 PDFBibTeX XMLCite \textit{M. Hirao}, JSIAM Lett. 15, 1--4 (2023; Zbl 1503.60057) Full Text: DOI
Horst, Ulrich; Xu, Wei; Zhang, Rouyi Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility. arXiv:2312.08784 Preprint, arXiv:2312.08784 [q-fin.MF] (2023). MSC: 60G55 60F05 60G22 BibTeX Cite \textit{U. Horst} et al., ``Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility'', Preprint, arXiv:2312.08784 [q-fin.MF] (2023) Full Text: arXiv OA License
Onaran, Efe; Bobrowski, Omer; Adler, Robert J. Functional Limit Theorems for Local Functionals of Dynamic Point Processes. arXiv:2310.17775 Preprint, arXiv:2310.17775 [math.PR] (2023). MSC: 60G55 60F17 60D05 60G15 BibTeX Cite \textit{E. Onaran} et al., ``Functional Limit Theorems for Local Functionals of Dynamic Point Processes'', Preprint, arXiv:2310.17775 [math.PR] (2023) Full Text: arXiv OA License
van Lieshout, M. N. M. Optimal decision rules for marked point process models. arXiv:2309.03752 Preprint, arXiv:2309.03752 [math.PR] (2023). MSC: 60G55 90C40 BibTeX Cite \textit{M. N. M. van Lieshout}, ``Optimal decision rules for marked point process models'', Preprint, arXiv:2309.03752 [math.PR] (2023) Full Text: arXiv OA License
Baños, David R.; Ortiz-Latorre, Salvador; Font, Oriol Zamora Thiele’s PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model. arXiv:2309.03541 Preprint, arXiv:2309.03541 [q-fin.PR] (2023). MSC: 60G55 60H30 91G05 91G15 BibTeX Cite \textit{D. R. Baños} et al., ``Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model'', Preprint, arXiv:2309.03541 [q-fin.PR] (2023) Full Text: arXiv OA License
Hug, Daniel; Last, Günter; Weil, Wolfgang Boolean models. arXiv:2308.05861 Preprint, arXiv:2308.05861 [math.PR] (2023). MSC: 60G55 60H07 BibTeX Cite \textit{D. Hug} et al., ``Boolean models'', Preprint, arXiv:2308.05861 [math.PR] (2023) Full Text: arXiv OA License
Dereudre, David; Flimmel, Daniela Non-hyperuniformity of Gibbs point processes with short range interaction. arXiv:2306.17276 Preprint, arXiv:2306.17276 [math.PR] (2023). MSC: 60G55 60D05 60K35 82B21 BibTeX Cite \textit{D. Dereudre} and \textit{D. Flimmel}, ``Non-hyperuniformity of Gibbs point processes with short range interaction'', Preprint, arXiv:2306.17276 [math.PR] (2023) Full Text: arXiv OA License
Baars, Justin; Laeven, Roger J. A.; Mandjes, Michel Delayed Hawkes birth-death processes. arXiv:2306.12812 Preprint, arXiv:2306.12812 [math.PR] (2023). MSC: 60G55 BibTeX Cite \textit{J. Baars} et al., ``Delayed Hawkes birth-death processes'', Preprint, arXiv:2306.12812 [math.PR] (2023) Full Text: arXiv OA License
Berggren, Tomas; Borodin, Alexei Geometry of the doubly periodic Aztec dimer model. arXiv:2306.07482 Preprint, arXiv:2306.07482 [math.PR] (2023). MSC: 60G55 60B10 14H70 41A60 BibTeX Cite \textit{T. Berggren} and \textit{A. Borodin}, ``Geometry of the doubly periodic Aztec dimer model'', Preprint, arXiv:2306.07482 [math.PR] (2023) Full Text: arXiv OA License
Catalano, Marta; Lavenant, Hugo Merging Rate of Opinions via Optimal Transport on Random Measures. arXiv:2305.06116 Preprint, arXiv:2305.06116 [math.ST] (2023). MSC: 60G55 60G57 49Q22 62C10 BibTeX Cite \textit{M. Catalano} and \textit{H. Lavenant}, ``Merging Rate of Opinions via Optimal Transport on Random Measures'', Preprint, arXiv:2305.06116 [math.ST] (2023) Full Text: arXiv OA License
Hillairet, Caroline; Reveillac, Anthony Explicit correlations for the Hawkes processes. arXiv:2304.02376 Preprint, arXiv:2304.02376 [math.PR] (2023). MSC: 60G55 60G57 60H07 BibTeX Cite \textit{C. Hillairet} and \textit{A. Reveillac}, ``Explicit correlations for the Hawkes processes'', Preprint, arXiv:2304.02376 [math.PR] (2023) Full Text: arXiv OA License
D’Achille, Matteo; Curien, Nicolas; Enriquez, Nathanaël; Lyons, Russell; Ünel, Meltem Ideal Poisson-Voronoi tessellations on hyperbolic spaces. arXiv:2303.16831 Preprint, arXiv:2303.16831 [math.PR] (2023). MSC: 60G55 60D05 BibTeX Cite \textit{M. D'Achille} et al., ``Ideal Poisson-Voronoi tessellations on hyperbolic spaces'', Preprint, arXiv:2303.16831 [math.PR] (2023) Full Text: arXiv OA License
Thoma, Eric Non-rigidity Properties of the Coulomb Gas. arXiv:2303.11486 Preprint, arXiv:2303.11486 [math.PR] (2023). MSC: 60G55 82B05 60D05 BibTeX Cite \textit{E. Thoma}, ``Non-rigidity Properties of the Coulomb Gas'', Preprint, arXiv:2303.11486 [math.PR] (2023) Full Text: arXiv OA License
Aburayama, Takumi; Miyoshi, Naoto Scaling limits of stationary determinantal shot-noise fields. arXiv:2303.05011 Preprint, arXiv:2303.05011 [math.PR] (2023). MSC: 60G55 60G60 60F05 BibTeX Cite \textit{T. Aburayama} and \textit{N. Miyoshi}, ``Scaling limits of stationary determinantal shot-noise fields'', Preprint, arXiv:2303.05011 [math.PR] (2023) Full Text: arXiv OA License
Faggionato, Alessandra Mott’s law for the Miller-Abrahams random resistor network and for Mott’s random walk. arXiv:2301.06318 Preprint, arXiv:2301.06318 [math.PR] (2023). MSC: 60G55 82B43 82D30 BibTeX Cite \textit{A. Faggionato}, ``Mott's law for the Miller-Abrahams random resistor network and for Mott's random walk'', Preprint, arXiv:2301.06318 [math.PR] (2023) Full Text: arXiv OA License
Ali, Mohammad Jamsher; Pärna, Kalev Ruin probability for merged risk processes with correlated arrivals. (English) Zbl 1533.60067 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 15-32 (2022). MSC: 60G55 91B05 PDFBibTeX XMLCite \textit{M. J. Ali} and \textit{K. Pärna}, Springer Proc. Math. Stat. 408, 15--32 (2022; Zbl 1533.60067) Full Text: DOI
Gueye, Djibril; Jeanblanc, Monique Generalized Cox model for default times. (English) Zbl 1523.60089 Front. Math. Finance 1, No. 4, 467-489 (2022). MSC: 60G55 91B05 PDFBibTeX XMLCite \textit{D. Gueye} and \textit{M. Jeanblanc}, Front. Math. Finance 1, No. 4, 467--489 (2022; Zbl 1523.60089) Full Text: DOI
Korolev, V. Yu.; Sokolov, I. A.; Gorshenin, A. K. Max-compound Cox processes. III. (English. Russian original) Zbl 1526.60036 J. Math. Sci., New York 267, No. 2, 273-288 (2022); translation from Proceedings of the XXXVI international seminar on stability problems for stochastic models, Petrozavodsk, Russia, 22–26 June, 2020. Part I. MSC: 60G55 60G70 PDFBibTeX XMLCite \textit{V. Yu. Korolev} et al., J. Math. Sci., New York 267, No. 2, 273--288 (2022; Zbl 1526.60036); translation from Proceedings of the XXXVI international seminar on stability problems for stochastic models, Petrozavodsk, Russia, 22--26 June, 2020. Part Full Text: DOI arXiv
Lamarre, Pierre Yves Gaudreau; Ghosal, Promit; Liao, Yuchen On spatial conditioning of the spectrum of discrete random Schrödinger operators. (English) Zbl 1515.60142 J. Spectr. Theory 12, No. 3, 1109-1153 (2022). MSC: 60G55 60H25 47D08 82B44 PDFBibTeX XMLCite \textit{P. Y. G. Lamarre} et al., J. Spectr. Theory 12, No. 3, 1109--1153 (2022; Zbl 1515.60142) Full Text: DOI arXiv