‎Multivariate normal-Poisson model has been recently introduced as a special case of normal stable Tweedie models‎. ‎The model is composed of a univariate Poisson variable‎, ‎and the remaining variables given the Poisson one are independent Gaussian variables with variance the value of the Poisson component‎. ‎Two characterizations of this model are shown‎, ‎...

‎the water wave generation by wave paddle and a freely falling rigid body are examined by using an incompressible smoothed particle hydrodynamics (isph)‎. ‎in the current isph method‎, ‎the pressure was evaluated by solving pressure poisson equation using a semi-implicit algorithm based on the projection scheme and the source term of pressure poisson equation contains both of divergence free ve...

Definition 1.1. A Poisson algebra is an associative algebra A over a field K (fixed, of characteristic zero), equipped with a Lie bracket {−,−} such that {x,−} is a derivation for any x ∈ A, i.e. {x, yz} = {x, y}z + y{x, z}. Definition 1.2. A Poisson structure on a manifold M is a Poisson bracket {−,−} on the algebra C∞(M). Example 1.3. On T ∗Rn with position coordinates q1, ..., qn and momentu...

We continue the study of the Poisson-Sigma model over Poisson-Lie groups. Firstly, we solve the models with targets G and G∗ (the dual group of the Poisson-Lie group G) corresponding to a triangular r-matrix and show that the model over G∗ is always equivalent to BF-theory. Then, given an arbitrary r-matrix, we address the problem of finding D-branes preserving the duality between the models. W...

Let us assume that (S,S) is a metric space with Borel σ algebra S and η̃ is a time homogeneous compensated Poisson random measure defined on a filtered probability space (Ω;F ; (Ft)0≤t<∞;P) with intensity measure ν on S, to be specified later. Let us assume that 1 < p ≤ 2, E is a Banach space of martingale type p, see e.g. the Appendix of [7] for a definition. We consider in the following the It...

Let us assume that (S,S) is a metric space with Borel σ algebra S and η̃ is a time homogeneous compensated Poisson randommeasure defined on a filtered probability space (Ω;F ; (Ft)0≤t<∞;P) with intensity measure ν on S, to be specified later. Let us assume that 1 < p ≤ 2, E is a Banach space of martingale type p, see e.g. the Appendix of [7] for a definition. We consider in the following the Itô...

The main purpose of this note is to present a new approach to Poisson Approximations. Some bounds in Poisson Approximations in term of classical Le Cam’s inequalities for various row-wise triangular arrays of independent Poisson-binomial distributed random variables are established via probability distances based on Trotter-Renyi operators. Some analogous results related to random sums in Poiss...

Precise identification of the time when a process has changed enables process engineers to search for a potential special cause more effectively. In this paper, we develop change point estimation methods for a Poisson process in a Bayesian framework. We apply Bayesian hierarchical models to formulate the change point where there exists a step < /div> change, a linear trend and a known multip...