A New Method for Estimating the Distribution of Scan Statistics for a Two-Dimensional Poisson Process

A method for estimating the distribution of scan statistics with high precisìon was introduced in Haiman (2000). Using that method sharp bounds for the errors were also established. This paper is concerned with the application of the method in Haiman (2000) to a two-dimensional Poisson process. The method involves the estimation by simulation of the conditional (fixed number of points) distribution of scan statistics for the particular rectangle sets of size 2 × 2, 2 × 3, 3 × 3, where the unit is the (1 × 1) dimension of the squared scanning window. In order to perform these particular estimations, we develop and test a perfect simulation algorithm. We then perform several numerical applications and compare our results with results obtained by other authors.     

Centralizers in free Poisson algebras

We prove an analog of the Bergman Centralizer Theorem for free Poisson algebras over an arbitrary field of characteristic 0. Some open problems are formulated.

     

Poisson Distribution in the Polynomial Semigroup

We consider the asymptotic behavior of the distributions of arithmetic functions in polynomial semigroups.__________Published in Lietuvos Matematikos Rinkinys, Vol. 44, No. 4, pp. 429–442, October–December, 2004.     

Poisson evolution in word selection

This paper presents the finding that the invocation of new words in human language samples is governed by a slowly changing Poisson process. The time dependent rate constant for this process has the form

λ(t) = λ₁(1−λ₂t)e^-λ₂t+λ₃(1−λ₄t)e^-λ₄t+λ₅

, where

λ_i > 0, I=1,…,5

.

This form implies that there are opening, middle and final phases to the introduction of new words, each distinguished by a dominant rate constant, or equivalently, rate of decay. With the occasional exception of the phase transition from beginning to middle, the rate λ(t) decays monotonically. Thus, λ(t) quantifies how the penchant of humans to introduce new words declines with the progression of their narratives, written or spoken.     

One-Dimensional Poisson Growth Models With Random and Asymmetric Growth

Suppose there is a Poisson process of points X _i on the line. Starting at time zero, a grain begins to grow from each point X _i , growing at rate A _i to the left and rate B _i to the right, with the pairs (A _i , B _i ) being i.i.d. A grain stops growing as soon as it touches another grain. When all growth stops, the line consists of covered intervals (made up of contiguous grains) separated by gaps. We show (i) a fraction 1/e of the line remains uncovered, (ii) the fraction of covered intervals which contain exactly k grains is (k–1)/k!, (iii) the length of a covered interval containing k grains has a gamma(k–1) distribution, (iv) the distribution of the grain sizes depends only on the distribution of the total growth rate A _i +B _i , and other results. Similar theorems are obtained for growth processes on a circle; in this case we need only assume the pairs (A _i , B _i ) are exchangeable. These results extend those of Daley, et al. (2000) who studied the case where A _i =B _i =1. Simulation results are given to illustrate the various theorems.     

DEA-based hypothesis tests for comparing two groups of decision making units

In this paper, we develop five statistical tests to compare the efficiencies of different groups of DMUs. We consider a data generating process (DGP) that models the deviation of the output from the best practice frontier as the sum of two components, a one-sided inefficiency term and a two-sided random noise term. We use simulation to evaluate the performance of the five tests against the Banker tests (Banker, 1993) that were designed for DGPs containing a single one-sided error term. It is found that while the Banker tests are very effective when efficiency dominates noise, the tests developed in this paper perform better than the Banker tests when noise levels are significant.     

非时齐复合泊松过程下对偶风险模型的破产特征量研究

将经典的对偶风险模型中的收益到达过程推广为非时齐的泊松过程.运用经典方法和时变方法,计算了该模型下的破产概率,并定义了时变后相应模型的广义期望折罚函数,验证了时变方法对非时齐泊松风险模型的有效性,最后又考虑了该模型在带壁分红策略下的情形,当单次索赔额服从指数分布时,得到了它的期望折罚函数以及期望折现分红函数.     

Laws of Large Numbers for Observations that Change with Time

Consider a system where units having random magnitude enter according to a nonhomogeneous Poisson process, stay for a random period of time, and then depart. While in the system, a unit's magnitude may change with time. Results are obtained for the strong limiting behavior of the distribution of magnitudes among units present in the system.     

Robustness for Inhomogeneous Poisson Point Processes

We consider robustness for estimation of parametric inhomogeneous Poisson point processes. We propose an influence functional to measure the effect of contamination on estimates. We also propose an M-estimator as an alternative to maximum likelihood estimator, show its consistency and asymptotic normality.     

泊松冲击下冷贮备可修系统的可靠性分析

本文研究了一类由有限个同质部件和一个修理工组成的冷贮备可修系统在随机冲击下的可靠性问题。假设冲击以泊松过程到达。当冲击到达时,它会独立地对系统中工作的部件产生影响,而不会对冷贮备部件产生影响。每次冲击的量都服从某一确定的分布,受冲击的部件以一定的概率发生故障,其故障概率是冲击量的函数,当工作的部件发生故障时,下一个冷贮备部件立即开始工作,当所有部件故障时,系统故障,故障部件按故障顺序进行修理,修理时间服从指数分布,故障部件能被修理如新。本文显式给出了系统首次故障前平均时间、稳态可用度、稳态故障频度等可靠性指标。     

泊松点过程的若干大偏差估计

本文给出泊松点过程下列三种极限行为的大偏差估计：（１）高密度情形；（２）低密度情形和（３）标度变换下极限情形。     

Poisson Distribution for a Sum of Additive Functions

We consider the limit distribution of values of a sum of additive arithmetic functions with shifted argument. The case of the Poisson limit distribution is studied. The functions considered take at most two values on the set of primes, 0 and 1, and satisfy some additional conditions. Some examples are given.      

Poisson limits for a hard-core clustering model

Let X_1n,…,X_>nn denote the locations of n points in a bounded, γ-dimensional, Euclidean region D_n which has positive γ-dimensional Lebesgue measure μ(D_n). Let {Y_n(r): r > 0} be the interpoint distance process for these points where Y_n(r) is the number of pairs of points(X_in, X_in) which with i < j have Euclidean distance 6X_in ? X_>in6 < r. In this article we study the limiting distribution of Y_n(r) when n → ∞ and μ(D_n) → ∞, and the joint density of X_1n,…,X_nnis of the form

where r₀ is a positive constant and C_n is a normalizing constant. These joint densities modify the Strauss [11] clustering model densities by introducing a hard-core component (no two points can have 6X_in ? X_in6 < r₀) found in the Matérn [4] models. In our main result we show that the interpoint distance process converges to a non-homogeneous Poisson process for r values in a bounded interval 0 < r₀ < r < r₀₀ provided sparseness conditions discussed by Saunders and Funk [9] hold. The sparseness conditions which require $\text{μ(D}{}_{\mathrm{n}}\text{)}\text{n}{}^2$ converges to a positive constant and the boundary of D_n is negligible are essentially equivalent to requiring that although the number of points n is large the region is large enough so that the points are sparse in this region. That is, it is rare for a point to have another point close to it. These results extend results for v ? 0 given by Saunders and Funk [9] where it is shown that without the hard core component such results do not hold for v > 0. Statistical applications are discussed.     

Risk models based on time series for count random variables

In this paper, we generalize the classical discrete time risk model by introducing a dependence relationship in time between the claim frequencies. The models used are the Poisson autoregressive model and the Poisson moving average model. In particular, the aggregate claim amount and related quantities such as the stop-loss premium, value at risk and tail value at risk are discussed within this framework.     

Poisson convergence in the restricted k‐partitioning problem

The randomized k‐number partitioning problem is the task to distribute N i.i.d. random variables into k groups in such a way that the sums of the variables in each group are as similar as possible. The restricted k‐partitioning problem refers to the case where the number of elements in each group is fixed to N/k. In the case k = 2 it has been shown that the properly rescaled differences of the two sums in the close to optimal partitions converge to a Poisson point process, as if they were independent random variables. We generalize this result to the case k > 2 in the restricted problem and show that the vector of differences between the k sums converges to a k ‐ 1‐dimensional Poisson point process. © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2007     

Coupling methods in connection with Poisson process approximation

Motivated by a simple probabilistic model for the radioactive decay, we show thatSerfling's [1978] approach to Poisson approximation using coupling techniques can in a natural way also be applied to Poisson process approximation. This provides at the same time uniform estimations for the deviation of a Markov-Bernoulli process from the approximating Poisson process with respect to the total variation distance. An application to quasirandom input queuing models is also given.     

双复合Poisson风险模型

研究了保费收取过程是复合Po isson过程,索赔总额是复合Po isson过程的风险模型,给出了不破产概率的积分表示,以及在特殊情况下不破产概率的具体表达式,并用鞅方法得出了破产概率满足的Lundberg不等式和一般公式.     

Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts

This paper is concerned with an observation-driven model for time series of counts whose conditional distribution given past observations follows a Poisson distribution.This class of models is capable of modeling a wide range of dependence structures and is readily estimated using an approximation to the likelihood function. Recursive formulae for carrying out maximum likelihood estimation are provided and the technical components required for establishing a central limit theorem of the maximum likelihood estimates are given in a special case.AMS 2000 Subject Classification: Primary 62M05; Secondary 62E20     

Comparison of some tests for convergence of positive series

In this survey, aimed at professors and students of undergraduate analysis courses, two hierarchies of tests are considered. The first is originated from the ratio test and the second from the root test. The test construction techniques are exposed and relations between the tests in each family are discussed. The examples of convergent and divergent series clarify the range of application for each of the introduced tests and situations when they are not conclusive. The behaviour of the partial sums of these series is illustrated geometrically and the level of complexity of each series is evaluated in terms of the rate of its convergence or divergence.     

Controlling jumps in correlated processes of Poisson counts

Processes of autocorrelated Poisson counts can often be modelled by a Poisson INAR(1) model, which proved to apply well to typical tasks of SPC. Statistical properties of this model are briefly reviewed. Based on these properties, we propose a new control chart: the combined jumps chart. It monitors the counts and jumps of a Poisson INAR(1) process simultaneously. As the bivariate process of counts and jumps is a homogeneous Markov chain, average run lengths (ARLs) can be computed exactly with the well‐known Markov chain approach. Based on an investigation of such ARLs, we derive design recommendations and show that a properly designed chart can be applied nearly universally. This is also demonstrated by a real‐data example from the insurance field. Copyright © 2008 John Wiley & Sons, Ltd.