arXiv subjects

Sergei Zuyev

Publications and source records attributed to Sergei Zuyev.

13 recordsLinked to original sources

arXiv2026

Applications of the perturbation formula for Poisson processes to elementary and geometric probability

The binomial, the negative binomial, the Poisson, the compound Poisson and the Erlang distribution do all admit integral representations with respect to its (continuous) parameter. We use the Margulis-Russo type formulas for Bernoulli and Poisson processes to derive these representations in a unified way and to provide a probabilistic interpretation for the derivatives. By similar variational methods, we obtain apparently new integro-differential identities which the density of a strictly $α$-stable multivariate density satisfies. Then, we extend Crofton's derivative formula known in integral geometry to the case of a Poisson process. Finally we use this extension to give a new probabilistic proof of a version of this formula for binomial point processes.

math.PR↗

arXiv2025

Thinning-Stable Point Processes as a Model for Spatial Burstiness

In modern telecommunications, spatial burstiness of data traffic poses challenges to traditional Poisson-based models. This paper describes application of thinning-stable point processes, which provide a more appropriate framework for modeling bursty spatial data. We discuss their properties, representation, inference methods, and applications, demonstrating the advantages over classical approaches.

stat.AP↗

arXiv2024

On the capacity functional of the infinite cluster of a Boolean model

The original 2017 version of this paper, published in Ann. Appl. Probab., 27, 1678--1801, contains a major gap in the proofs. In the subsequent publication in Ann. Appl. Probab., 34, 3370--3374, 2024, we indicated how to fix this. For convenience of the reader, we here update the original paper to incorporate the suggested fix. Consider a Boolean model in $R^d$ with balls of random, bounded radii with distribution $F_0$, centered at the points of a Poisson process of intensity $t>0$. The capacity functional of the infinite cluster $Z_\infty$ is given by $θ_L(t) = P(Z_\infty\cap L \neq \emptyset)$, defined for each compact $L\subset R^d$. We prove for any fixed $L$ and $F_0$ that $θ_L(t)$ is infinitely differentiable in $t$, except at the critical value $t_c$; we give a Margulis-Russo type formula for the derivatives. More generally, allowing the distribution $F_0$ to vary and viewing $θ_L$ as a function of the measure $F:=tF_0$, we show that it is infinitely differentiable in all directions with respect to the measure $F$ in the supercritical region of the cone of positive measures on a bounded interval. We also prove that $θ_L(\cdot)$ grows at least linearly at the critical value. This implies that the critical exponent known as $β$ is at most 1 (if it exists) for this model. Along the way, we extend a result of H.Tanemura (1993), on regularity of the supercritical Boolean model in $d \geq 3$ with fixed-radius balls, to the case with bounded random radii.

math.PR↗

arXiv2020

Functional central limit theorems for occupancies and missing mass process in infinite urn models

We study the infinite urn scheme when the balls are sequentially distributed over an infinite number of urns labelled 1,2,... so that the urn $j$ at every draw gets a ball with probability $p_j$, $\sum_j p_j=1$. We prove functional central limit theorems for discrete time and the poissonised version for the urn occupancies process, for the odd-occupancy and for the missing mass processes extending the known non-functional central limit theorems.

math.PR↗

arXiv2020

Populations in environments with a soft carrying capacity are eventually extinct

Consider a population whose size changes stepwise by its members reproducing or dying (disappearing), but is otherwise quite general. Denote the initial (non-random) size by $Z_0$ and the size of the $n$th change by $C_n$, $n= 1, 2, \ldots$. Population sizes hence develop successively as $Z_1=Z_0+C_1,\ Z_2=Z_1+C_2$ and so on, indefinitely or until there are no further size changes, due to extinction. Extinction is thus assumed final, so that $Z_n=0$ implies that $Z_{n+1}=0$, without there being any other finite absorbing class of population sizes. We make no assumptions about the time durations between the successive changes. In the real world, or more specific models, those may be of varying length, depending upon individual life span distributions and their interdependencies, the age-distribution at hand and intervening circumstances. Changes may have quite varying distributions. The basic assumption is that there is a {\em carrying capacity}, i.e. a non-negative number $K$ such that the conditional expectation of the change, given the complete past history, is non-positive whenever the population exceeds the carrying capacity. Further, to avoid unnecessary technicalities, we assume that the change $C_n$ equals -1 (one individual dying) with a conditional (given the past) probability uniformly bounded away from 0. It is a simple and not very restrictive way to avoid parity phenomena, it is related to irreducibility in Markov settings. The straightforward, but in contents and implications far-reaching, consequence is that all such populations must die out. Mathematically, it follows by a submartingale convergence property and positive probability of reaching the absorbing extinction state.

math.PR↗

arXiv2015

Branching-stable point processes

The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle system for -$\log t$ time. We prove that these are the only stochastic operations satisfying basic associativity and distributivity properties and we thus introduce the notion of branching-stable point processes. We characterise stable distributions with respect to local branching as thinning-stable point processes with multiplicities given by the quasi-stationary (or Yaglom) distribution of the branching process under consideration. Finally we extend branching-stability to random variables with the help of continuous branching (CB) processes, and we show that, at least in some frameworks, $\mathcal{F}$-stable integer random variables are exactly Cox (doubly stochastic Poisson) random variables driven by corresponding CB-stable continuous random variables.

math.PR↗

arXiv2015

Nonparametric estimation of infinitely divisible distributions based on variational analysis on measures

The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on series decomposition of functionals of a measure and relies on the steepest descent technique recently developed in variational analysis of measures. Simulation studies demonstrate applicability domain of our methods and how they positively compare and complement the existing techniques. They are particularly suited for discrete compounding distributions, not necessarily concentrated on a grid nor on the positive or negative semi-axis. They also give good results for continuous distributions provided an appropriate smoothing is used for the obtained atomic measure.

math.ST↗

arXiv2014

Bit flipping and time to recover

We call `bits' a sequence of devices indexed by positive integers, where every device can be in two states: $0$ (idle) and $1$ (active). Start from the `ground state' of the system when all bits are in $0$-state. In our first Binary Flipping (BF) model, the evolution of the system is the following: at each time step choose one bit from a given distribution $\mathcal{P}$ on the integers independently of anything else, then flip the state of this bit to the opposite. In our second Damaged Bits (DB) model a `damaged' state is added: each selected idling bit changes to active, but selecting an active bit changes its state to damaged in which it then stays forever. In both models we analyse the recurrence of the system's ground state when no bits are active. We present sufficient conditions for both BF and DB models to show recurrent or transient behaviour, depending on the properties of $\mathcal{P}$. We provide a bound for fractional moments of the return time to the ground state for the BF model, and prove a Central Limit Theorem for the number of active bits for both models.

math.PR↗

arXiv2014

Neighbour-dependent point shifts and random exchange models: invariance and attractors

Consider a stationary renewal point process on the real line and divide each of the segments it defines in a proportion given by \iid realisations of a fixed distribution $G$ supported by [0,1]. We ask ourselves for which interpoint distribution $F$ and which division distributions $G$, the division points is again a renewal process with the same $F$? An evident case is that of degenerate $F$ and $G$. Interestingly, the only other possibility is when $F$ is Gamma and $G$ is Beta with related parameters. In particular, the division points of a Poisson process is again Poisson, if the division distribution is Beta: B$(r,1-r)$ for some $0<r<1$. We show a similar behaviour of random exchange models when a countable number of `agents' exchange randomly distributed parts of their `masses' with neighbours. More generally, a Dirichlet distribution arises in these models as a fixed point distribution preserving independence of the masses at each step. We also show that for each $G$ there is a unique attractor, a distribution of the infinite sequence of masses, which is a fixed point of the random exchange and to which iterations of a non-equilibrium configuration of masses converge weakly. In particular, iteratively applying B$(r,1-r)$-divisions to a realisation of any renewal process with finite second moment of $F$ yields a Poisson process of the same intensity in the limit.

math.PR↗

arXiv2013

Optimal design of dilution experiments under volume constraints

The paper develops methods to construct a one-stage optimal design of dilution experiments under the total available volume constraint typical for bio-medical applications. We consider various design criteria based on the Fisher information both is Bayesian and non-Bayasian settings and show that the optimal design is typically one-atomic meaning that all the dilutions should be of the same size. The main tool is variational analysis of functions of a measure and the corresponding steepest descent type numerical methods. Our approach is generic in the sense that it allows for inclusion of additional constraints and cost components, like the cost of materials and of the experiment itself.

math.ST↗

arXiv2012

LISA: Locally Interacting Sequential Adsorbtion

We study a class of dynamically constructed point processes in which at every step a new point (particle) is added to the current configuration with a distribution depending on the local structure around a uniformly chosen particle. This class covers, in particular, generalised Polya urn scheme, Dubbins--Freedman random measures and cooperative sequential adsorption models studied previously. Specifically, we address models where the distribution of a newly added particle is determined by the distance to the closest particle from the chosen one. We address boundedness of the processes and convergence properties of the corresponding sample measure. We show that in general the limiting measure is random when exists and that this is the case for a wide class of almost surely bounded processes.

math.PR↗

arXiv2011

Stability for random measures, point processes and discrete semigroups

Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly defining the scaling operation as thinning of counting measures we characterise the corresponding discrete stability property of point processes. It is shown that these processes are exactly Cox (doubly stochastic Poisson) processes with strictly stable random intensity measures. We give spectral and LePage representations for general strictly stable random measures without assuming their independent scattering. As a consequence, spectral representations are obtained for the probability generating functional and void probabilities of discrete stable processes. An alternative cluster representation for such processes is also derived using the so-called Sibuya point processes, which constitute a new family of purely random point processes. The obtained results are then applied to explore stable random elements in discrete semigroups, where the scaling is defined by means of thinning of a point process on the basis of the semigroup. Particular examples include discrete stable vectors that generalise discrete stable random variables and the family of natural numbers with the multiplication operation, where the primes form the basis.

math.PR↗

arXiv2005

Strictly stable distributions on convex cones

Using the LePage representation, a strictly stable random element in a Banach space with $α\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent copies coincides in distribution with the rescaled original point process. These concepts makes sense in any convex cone, i.e. in a commutative semigroup equipped with multiplication by numbers, and lead to a construction of stable laws in general cones by means of the LePage series. The corresponding limit theorem shows that random samples (or binomial point processes) converge in distribution to the union-stable Poisson point process, and so yields a limit theorem for normalised sums of random elements with $α$-stable limit for $α\in(0,1)$. By using the technique of harmonic analysis on semigroups we characterise distributions of $α$-stable random elements and show how possible values of $α$ relate to the properties of the semigroup and the corresponding scaling operation, in particular, their distributivity properties. The approach developed in the paper not only makes it possible to handle stable distributions in rather general cones (like spaces of sets or measures), but also provides an alternative way to prove classical limit theorems and deduce the LePage representation for strictly stable random vectors in Banach spaces.

math.PR↗