Conférence
Notice
Lieu de réalisation
Paris
Langue :
Anglais
Crédits
INRIA (Institut national de recherche en informatique et automatique) (Production), INRIA (Institut national de recherche en informatique et automatique) (Publication), François Baccelli (Publication), Laurent Decreusefond (Intervention)
Conditions d'utilisation
Droit commun de la propriété intellectuelle
DOI : 10.60527/8416-pr76
Citer cette ressource :
Laurent Decreusefond. Inria. (2019, 20 mars). Stein-Malliavin method for discrete alpha stable point processes (workshop ERC Nemo Processus ponctuels et graphes aléatoires unimodulaires) , in Workshop Processus ponctuels et graphes aléatoires unimodulaires [ERC Nemo] (20-22 mars 2019). [Vidéo]. Canal-U. https://doi.org/10.60527/8416-pr76. (Consultée le 28 avril 2025)
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Stein-Malliavin method for discrete alpha stable point processes (workshop ERC Nemo Processus ponctuels et graphes aléatoires unimodulaires)

Réalisation : 20 mars 2019 - Mise en ligne : 21 mai 2019
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Descriptif

The notion of discrete alpha-stable point processes generalizes to point processes the notion of stable distribution. It has been introduced and studied by Davydov, Molchanov and Zuyev a few years ago. Their stability property leaves a large degree of variability in the choice of their driving characteristics but enforces a rich mathematical structure. We show how to build a Dirichlet-Malliavin structure for these processes and we apply this framework to several limit theorems. Some known results for Poisson point processes appear as corollaries of the present theorems.

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