Lecture Notes-Monograph Series, Vol. 52, Time Series and Related Topics: In Memory of Ching-Zong Wei (2006), pp. 236-244 (9 pages) This exposition explains the basic ideas of Stein's method for ...
This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.
The asymptotic theory for the sample mean of a marked point process in d dimensions is established, allowing for the possibility that the underlying Poisson point process is inhomogeneous. A novel ...
Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction–diffusion processes are widely used to model such behaviour ...