Risk

Nonhomogeneous bivariate compound Poisson process with short-term periodicity

This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.
JSTOR Daily

Poisson Process Approximation: From Palm Theory to Stein's Method

Lecture Notes-Monograph Series, Vol. 52, Time Series and Related Topics: In Memory of Ching-Zong Wei (2006), pp. 236-244 (9 pages) This exposition explains the basic ideas of Stein's method for ...
Nature

Cox process representation and inference for stochastic reaction–diffusion processes

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction–diffusion processes are widely used to model such behaviour ...
IEEE

Poisson Multi-Bernoulli Mixtures for Sets of Trajectories

Abstract: The Poisson multi-Bernoulli mixture (PMBM) density is a conjugate multitarget density for the standard point target model with Poisson point process birth. This means that both the filtering ...
JSTOR Daily

When do wireless network signals appear Poisson?

We consider the point process of signal strengths from transmitters in a wireless network observed from a fixed position under models with general signal path loss and random propagation effects. We ...