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58
On the genealogy of large populations
, 1982
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Cited by 254 (0 self)
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Scale invariance of the PNG droplet and the Airy process
 J. Stat. Phys
"... We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process, A(y). The Airy process is stationary, it has continuous sample paths, its single “time ” (fixed y) distribution is the T ..."
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Cited by 183 (20 self)
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We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process, A(y). The Airy process is stationary, it has continuous sample paths, its single “time ” (fixed y) distribution is the Tracy–Widom distribution of the largest eigenvalue of a GUE random matrix, and the Airy process has a slow decay of correlations as y−2. Roughly the Airy process describes the last line of Dyson’s Brownian motion model for random matrices. Our construction uses a multi–layer version of the PNG model, which can be analyzed through fermionic techniques. Specializing our result to a fixed value of y, one reobtains the celebrated result of Baik, Deift, and Johansson on the length of the longest increasing subsequence of a random permutation. 1 The PNG droplet The polynuclear growth (PNG) model is a simplified model for layer by layer growth [1, 2]. Initially one has a perfectly flat crystal in contact with its supersaturated vapor. Once in a while a supercritical seed is formed, which then spreads laterally by further attachment of particles at its perimeter sites. Such islands coalesce if they are in the same layer and further islands may be nucleated upon already existing ones. The PNG model ignores the lateral lattice
Analysis and Geometry on Configuration Spaces
, 1997
"... In this paper foundations are presented to a new systematic approach to analysis and geometry for an important class of infinite dimensional manifolds, namely, configuration spaces. More precisely, a differential geometry is introduced on the configuration space \Gamma X over a Riemannian manifold X ..."
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Cited by 96 (13 self)
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In this paper foundations are presented to a new systematic approach to analysis and geometry for an important class of infinite dimensional manifolds, namely, configuration spaces. More precisely, a differential geometry is introduced on the configuration space \Gamma X over a Riemannian manifold X. This geometry is "nonflat" even if X = IR d . It is obtained as a natural lifting of the Riemannian structure on X. In particular, a corresponding gradient r \Gamma , divergence div \Gamma , and LaplaceBeltrami operator H \Gamma = \Gammadiv \Gamma r \Gamma are constructed. The associated volume elements, i.e., all measures ¯ on \Gamma X w.r.t. which r \Gamma and div \Gamma become dual operators on L 2 (\Gamma X ; ¯), are identified as exactly the mixed Poisson measures with mean measure equal to a multiple of the volume element dx on X. In particular, all these measures obey an integration by parts formula w.r.t. vector fields on \Gamma X . The corresponding Dirichlet...
Large deviations and the maximum entropy principle for marked point random fields
 PROBABILITY THEORY RELAT. FIELDS
, 1993
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Poisson process Fock space representation, chaos expansion and covariance inequalities
, 2009
"... We consider a Poisson process η on an arbitrary measurable space with an arbitrary sigmafinite intensity measure. We establish an explicit Fock space representation of square integrable functions of η. As a consequence we identify explicitly, in terms of iterated difference operators, the integrand ..."
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Cited by 33 (0 self)
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We consider a Poisson process η on an arbitrary measurable space with an arbitrary sigmafinite intensity measure. We establish an explicit Fock space representation of square integrable functions of η. As a consequence we identify explicitly, in terms of iterated difference operators, the integrands in the WienerItô chaos expansion. We apply these results to extend wellknown variance inequalities for homogeneous Poisson processes on the line to the general Poisson case. The Poincaré inequality is a special case. Further applications are covariance identities for Poisson processes on (strictly) ordered spaces and HarrisFKGinequalities for monotone functions of η. Key words and phrases. Poisson process, chaos expansion, derivative operator, Kabanov
On the Dynamics and Performance of Stochastic Fluid Systems
, 1998
"... A (generalized) stochastic fluid system Q is defined as the onedimensional Skorokhod reflection of a finite variation process X (with possibly discontinuous paths). We write X as the (not necessarily minimal) difference of two positive measures, A, B, and prove an alternative "integral represe ..."
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Cited by 22 (5 self)
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A (generalized) stochastic fluid system Q is defined as the onedimensional Skorokhod reflection of a finite variation process X (with possibly discontinuous paths). We write X as the (not necessarily minimal) difference of two positive measures, A, B, and prove an alternative "integral representation" for Q. This representation forms the basis for deriving a "Little's law" for an appropriately constructed stationary version of Q. For the special case where B is the Lebesgue measure, a distributional version of Little's law is derived. This is done both at the arrival and departure points of the system. The latter result necessitates the consideration of a "dual process" to Q. Examples of models for X , including finite variation Levy processes with countably many jumps on finite intervals, are given in order to illustrate the ideas and point out potential applications in performance evaluation. Keywords: RANDOM MEASURES, STATIONARY PROCESSES, PALM PROBABILITIES, QUEUEING THEORY, LIT...
Ergodic properties of Poissonian IDprocesses
"... We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized by its Lévy measure. The ergodic properties of each class a ..."
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Cited by 21 (5 self)
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We show that a stationary IDp process (i.e., an infinitely divisible stationary process without Gaussian part) can be written as the independent sum of four stationary IDp processes, each of them belonging to a different class characterized by its Lévy measure. The ergodic properties of each class are, respectively, nonergodicity, weak mixing, mixing of all order and Bernoullicity. To obtain these results, we use the representation of an IDp process as an integral with respect to a Poisson measure, which, more generally, has led us to study basic ergodic properties of these objects. 1. Introduction. A
Analysis and geometry on configuration spaces: The Gibbsian case
, 1998
"... Using a natural "Riemanniangeometrylike" structure on the configuration space \Gamma over IR d , we prove that for a large class of potentials OE the corresponding canonical Gibbs measures on \Gamma can be completely characterized by an integration by parts formula. That is, if r \Ga ..."
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Cited by 20 (5 self)
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Using a natural "Riemanniangeometrylike" structure on the configuration space \Gamma over IR d , we prove that for a large class of potentials OE the corresponding canonical Gibbs measures on \Gamma can be completely characterized by an integration by parts formula. That is, if r \Gamma is the gradient of the Riemannian structure on \Gamma one can define a corresponding divergence div \Gamma OE such that the canonical Gibbs measures are exactly those measures ¯ for which r \Gamma and div \Gamma OE are dual operators on L 2 (\Gamma; ¯). One consequence is that for such ¯ the corresponding Dirichlet forms E \Gamma ¯ are defined. In addition, each of them is shown to be associated with a conservative diffusion process on \Gamma with invariant measure ¯. The corresponding generators are extensions of the operator \Delta \Gamma OE := div \Gamma OE r \Gamma . The diffusions can be characterized in terms of a martingale problem and they can be considered as a Brown...
Invariant transports of stationary random measures and massstationarity
, 2008
"... We introduce and study invariant (weighted) transportkernels balancing stationary random measures on a locally compact Abelian group. The first main result is an associated fundamental invariance property of Palm measures, derived from a generalization of Neveu’s exchange formula. The second main r ..."
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Cited by 17 (6 self)
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We introduce and study invariant (weighted) transportkernels balancing stationary random measures on a locally compact Abelian group. The first main result is an associated fundamental invariance property of Palm measures, derived from a generalization of Neveu’s exchange formula. The second main result is a simple sufficient and necessary criterion for the existence of balancing invariant transportkernels. We then introduce (in a nonstationary setting) the concept of massstationarity with respect to a random measure, formalizing the intuitive idea that the origin is a typical location in the mass. The third main result of the paper is that a measure is a Palm measure if and only if it is massstationary. 1. Introduction. We consider (jointly) stationary random measures on a locally compact Abelian group G, for instance, G = R d. A transportkernel is a Markovian kernel T that distributes mass over G and depends on both ω in the underlying sample space Ω and a location s ∈ G. The number