Concept

Compound Poisson process

Related publications (22)

Stochastic particle transport by deep-water irregular breaking waves

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

Cambridge University Press2023

Plasmonic effects in the neutralization of slow ions at a metallic surface

Marnik Bercx

Secondary electron emission is an important process that plays a significant role in several plasma-related applications. As measuring the secondary electron yield experimentally is very challenging, quantitative modelling of this process to obtain reliabl ...

WILEY-V C H VERLAG GMBH2023

Time vs. Truth: Age-Distortion Tradeoffs and Strategies for Distributed Inference

Yunus Inan

In 1948, Claude Shannon laid the foundations of information theory, which grew out of a study to find the ultimate limits of source compression, and of reliable communication. Since then, information theory has proved itself not only as a quest to find the ...

EPFL2023

Analysis-aware defeaturing of complex geometries

Pablo Antolin Sanchez, Ondine Gabrielle Chanon

Local modifications of a computational domain are often performed in order to simplify the meshing process and to reduce computational costs and memory requirements. However, removing geometrical features of a domain often introduces a non-negligible error ...

2022

Wavelet analysis of the Besov regularity of Levy white noise

Julien René Pierre Fageot, Shayan Aziznejad

We characterize the local smoothness and the asymptotic growth rate of the Levy white noise. We do so by characterizing the weighted Besov spaces in which it is located. We extend known results in two ways. First, we obtain new bounds for the local smoothn ...

2020

Content Based Status Updates

Emre Telatar, Elie Najm, Rajai Nasser

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 ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

Max-Olivier Hongler, Roger Filliger

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 ...

Springer2019

Content Based Status Updates

Emre Telatar, Elie Najm, Rajai Nasser

Consider a stream of status updates generated by a source, where each update is of one of two types: priority or ordinary; these updates are to be transmitted through a network to a monitor. We analyze a transmission policy that treats updates depending on ...

IEEE2018

Interference Functionals in Poisson Networks

Martin Haenggi

We propose and prove a theorem that allows the calculation of a class of functionals on Poisson point processes that have the form of expected values of sum-products of functions. In proving the theorem, we present a variant of the Campbell-Mecke theorem f ...

Ieee-Inst Electrical Electronics Engineers Inc2016

A characterization of the normal distribution using stationary max-stable processes

Sebastian Engelke

Consider a max-stable process of the form , , where are points of the Poisson process with intensity u (-2)du on (0,a), X (i) , , are independent copies of a random d-variate vector X (that are independent of the Poisson process), and is a function. We sho ...

Springer Verlag2016

Max-stable processes and stationary systems of Levy particles

Sebastian Engelke

We study stationary max-stable processes {n(t): t is an element of R} admitting a representation of the form n(t) = max(i is an element of N) (U-i +Y-i(t)), where Sigma(infinity)(i=1) delta U-i is a Poisson point process on R with intensity e(-u)du, and Y1 ...

Elsevier2015

Invariant manifolds with boundary for jump-diffusions

Damir Filipovic

We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random measures. ...

Univ Washington, Dept Mathematics2014

Secure Wireless Communications via Cooperative Transmitting

Ninoslav Marina

Information-theoretic secrecy is combined with cryptographic secrecy to create a secret-key exchange protocol for wireless networks. A network of transmitters, which already have cryptographically secured channels between them, cooperate to exchange a secr ...

Hindawi Publishing Corporation2014

Stochastic dynamics of snow avalanche occurrence by superposition of Poisson processes

Paolo Perona, Benoît Crouzy

We study the dynamics of systems with deterministic trajectories randomly forced by instantaneous discontinuous jumps occurring according to two different compound Poisson processes. One process, with constant frequency, causes instantaneous positive rando ...

Royal Soc2012

The Analog Formulation of Sparsity Implies Infinite Divisibility and Rules Out Bernoulli-Gaussian Priors

Michaël Unser, Arash Amini, Ulugbek Kamilov

Motivated by the analog nature of real-world signals, we investigate continuous-time random processes. For this purpose, we consider the stochastic processes that can be whitened by linear transformations and we show that the distribution of their samples ...

Ieee2012

Elasto-static micropolar behavior of a chiral auxetic lattice

Alessandro Spadoni

Auxetic materials expand when stretched, and shrink when compressed. This is the result of a negative Poisson's ratio ν. Isotropic configurations with ν≈−1 have been designed and are expected to provide increased shear stiffness G. This assumes that Young' ...

Elsevier2012

The Contact Process : Competition Models and Boolean Networks

Daniel Rodrigues Valesin

This work is a study of three interacting particle systems that are modified versions of the contact process. The contact process is a spin system defined on a graph and is commonly taken as a model for the spread of an infection in a population; transmiss ...

EPFL2011

An Isotropic Auxetic Structural Network with Limited Shear Stiffness

Alessandro Spadoni

The chiral lattice is a unique structural network not symmetric to its mirror image, and with a negative Poisson’s ratio. Previous investigations have considered this structural network for the design of superior structural components with sandwich constru ...

ASME2011

Model misspecification in peaks over threshold analysis

Anthony Christopher Davison, Mária Süveges

Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows the estimation of ...

2010

The SURE-LET approach to image denoising

Florian Luisier

Denoising is an essential step prior to any higher-level image-processing tasks such as segmentation or object tracking, because the undesirable corruption by noise is inherent to any physical acquisition device. When the measurements are performed by phot ...

EPFL2010