Random additive functions defined on intervals provide a general framework for varied applications including (dependent) array sums, and level-exceedance measures for stochastic sequences and ...
A U-statistic of a Poisson point process is defined as the sum ∑ f (x₁, · · ·, xk) over all (possibly infinitely many) k-tuples of distinct points of the point process. Using the Malliavin calculus, ...
Stochastic processes form the backbone of modern probability theory, describing systems that evolve randomly over time or space. They are instrumental in areas ranging from statistical physics to ...