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Max-stable processes and stationary systems of Levy particles

Publications associées (44)

Two-particle Bose-Einstein correlations and their Lévy parameters in PbPb collisions at √sNN=5.02 TeV

Jian Wang, Matthias Finger, Qian Wang, Yiming Li, Matthias Wolf, Varun Sharma, Yi Zhang, Konstantin Androsov, Jan Steggemann, Leonardo Cristella, Xin Chen, Davide Di Croce, Rakesh Chawla, Matteo Galli, Anna Mascellani, João Miguel das Neves Duarte, Tagir Aushev, Tian Cheng, Yixing Chen, Werner Lustermann, Andromachi Tsirou, Alexis Kalogeropoulos, Andrea Rizzi, Ioannis Papadopoulos, Paolo Ronchese, Hua Zhang, Siyuan Wang, Tao Huang, David Vannerom, Michele Bianco, Sebastiana Gianì, Sun Hee Kim, Kun Shi, Abhisek Datta, Jian Zhao, Federica Legger, Gabriele Grosso, Ji Hyun Kim, Donghyun Kim, Zheng Wang, Sanjeev Kumar, Wei Li, Yong Yang, Ajay Kumar, Ashish Sharma, Georgios Anagnostou, Joao Varela, Csaba Hajdu, Muhammad Ahmad, Ekaterina Kuznetsova, Ioannis Evangelou, Milos Dordevic, Meng Xiao, Sourav Sen, Xiao Wang, Kai Yi, Jing Li, Rajat Gupta, Hui Wang, Seungkyu Ha, Pratyush Das, Anton Petrov, Xin Sun, Valérie Scheurer, Muhammad Ansar Iqbal, Lukas Layer

Two -particle Bose-Einstein momentum correlation functions are studied for charged-hadron pairs in lead -lead collisions at a center -of -mass energy per nucleon pair of .'/sNN = 5.02 TeV. The data sample, containing 4.27 x 109 minimum bias events correspo ...
Amer Physical Soc2024

SPHARMA approximations for stationary functional time series on the sphere

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In this paper, we focus on isotropic and stationary sphere-cross-time random fields. We first introduce the class of spherical functional autoregressive-moving average processes (SPHARMA), which extend in a natural way the spherical functional autoregressi ...
2021

Gaussian and sparse processes are limits of generalized Poisson processes

Michaël Unser, Julien René Pierre Fageot, Virginie Sophie Uhlmann

The theory of sparse stochastic processes offers a broad class of statistical models to study signals, far beyond the more classical class of Gaussian processes. In this framework, signals are represented as realizations of random processes that are soluti ...
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The n-term Approximation of Periodic Generalized Levy Processes

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

In this paper, we study the compressibility of random processes and fields, called generalized Levy processes, that are solutions of stochastic differential equations driven by d-dimensional periodic Levy white noises. Our results are based on the estimati ...
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Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...
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Generating Sparse Stochastic Processes Using Matched Splines

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We provide an algorithm to generate trajectories of sparse stochastic processes that are solutions of linear ordinary differential equations driven by Levy white noises. A recent paper showed that these processes are limits in law of generalized compound-P ...
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Content Based Status Updates

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Consider a stream of status updates generated by a source, where each update is of one of two types: high priority or ordinary (low priority). These updates are to be transmitted through a network to a monitor. However, the transmission policy of each pack ...
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We study some linear and nonlinear shot noise models where the jumps are drawn from a compound Poisson process with jump sizes following an Erlang-m distribution. We show that the associated Master equation can be written as a spatial mth order partial dif ...
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The sources of sovereign risk: a calibration based on Levy stochastic processes

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Governments choose to issue risky or riskless debt depending on the nature of the stochastic process of output. We use Brownian motion and Poisson shocks a modeling method in the literature on corporate default known as Levy processes to approximate a deco ...
ELSEVIER SCIENCE BV2019

Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Levy White Noises

Michaël Unser, Julien René Pierre Fageot

Consider a random process s that is a solution of the stochastic differential equation Ls = w with L a homogeneous operator and w a multidimensional Levy white noise. In this paper, we study the asymptotic effect of zooming in or zooming out of the process ...
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