1,983 research outputs found

    Limit theory for geometric statistics of point processes having fast decay of correlations

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    Let PP be a simple,stationary point process having fast decay of correlations, i.e., its correlation functions factorize up to an additive error decaying faster than any power of the separation distance. Let Pn:=PWnP_n:= P \cap W_n be its restriction to windows Wn:=[12n1/d,12n1/d]dRdW_n:= [-{1 \over 2}n^{1/d},{1 \over 2}n^{1/d}]^d \subset \mathbb{R}^d. We consider the statistic Hnξ:=xPnξ(x,Pn)H_n^\xi:= \sum_{x \in P_n}\xi(x,P_n) where ξ(x,Pn)\xi(x,P_n) denotes a score function representing the interaction of xx with respect to PnP_n. When ξ\xi depends on local data in the sense that its radius of stabilization has an exponential tail, we establish expectation asymptotics, variance asymptotics, and CLT for HnξH_n^{\xi} and, more generally, for statistics of the re-scaled, possibly signed, ξ\xi-weighted point measures μnξ:=xPnξ(x,Pn)δn1/dx\mu_n^{\xi} := \sum_{x \in P_n} \xi(x,P_n) \delta_{n^{-1/d}x}, as WnRdW_n \uparrow \mathbb{R}^d. This gives the limit theory for non-linear geometric statistics (such as clique counts, intrinsic volumes of the Boolean model, and total edge length of the kk-nearest neighbors graph) of α\alpha-determinantal point processes having fast decreasing kernels extending the CLTs of Soshnikov (2002) to non-linear statistics. It also gives the limit theory for geometric U-statistics of α\alpha-permanental point processes and the zero set of Gaussian entire functions, extending the CLTs of Nazarov and Sodin (2012) and Shirai and Takahashi (2003), which are also confined to linear statistics. The proof of the central limit theorem relies on a factorial moment expansion originating in Blaszczyszyn (1995), Blaszczyszyn, Merzbach, Schmidt (1997) to show the fast decay of the correlations of ξ\xi-weighted point measures. The latter property is shown to imply a condition equivalent to Brillinger mixing and consequently yields the CLT for μnξ\mu_n^\xi via an extension of the cumulant method.Comment: 62 pages. Fundamental changes to the terminology including the title. The earlier 'clustering' condition is now introduced as a notion of mixing and its connection to Brillinger mixing is remarked. Newer results for superposition of independent point processes have been adde

    A note on the tensor product of two random unitary matrices

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    In this note we consider the point process of eigenvalues of the tensor product of two independent random unitary matrices of size m x m and n x n. When n becomes large, the process behaves like the superposition of m independent sine processes. When m and n go to infinity, we obtain the Poisson point process in the limit

    Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows

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    We consider a fluid queue fed by multiple On-Off flows with heavy-tailed (regularly varying) On periods. Under fairly mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a reduced system. The reduced system consists of a ``dominant'' subset of the flows, with the original service rate subtracted by the mean rate of the other flows. We describe how a dominant set may be determined from a simple knapsack formulation. The dominant set consists of a ``minimally critical'' set of On-Off flows with regularly varying On periods. In case the dominant set contains just a single On-Off flow, the exact asymptotics for the reduced system follow from known results. For the case of several On-Off flows, we exploit a powerful intuitive argument to obtain the exact asymptotics. Combined with the reduced-load equivalence, the results for the reduced system provide a characterization of the tail of the workload distribution for a wide range of traffic scenarios

    Bias-voltage dependence of the magneto-resistance in ballistic vacuum tunneling: Theory and application to planar Co(0001) junctions

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    Motivated by first-principles results for jellium and by surface-barrier shapes that are typically used in electron spectroscopies, the bias voltage in ballistic vacuum tunneling is treated in a heuristic manner. The presented approach leads in particular to a parameterization of the tunnel-barrier shape, while retaining a first-principles description of the electrodes. The proposed tunnel barriers are applied to Co(0001) planar tunnel junctions. Besides discussing main aspects of the present scheme, we focus in particular on the absence of the zero-bias anomaly in vacuum tunneling.Comment: 19 pages with 8 figure
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