97,138 research outputs found
Polynomial Poisson algebras: Gel'fand-Kirillov problem and Poisson spectra
No full textWe study the fields of fractions and the Poisson spectra of polynomial Poisson algebras.
First we investigate a Poisson birational equivalence problem for polynomial Poisson algebras over a field of arbitrary characteristic. Namely, the quadratic Poisson Gel'fand-Kirillov problem asks whether the field of fractions of a Poisson algebra is isomorphic to the field of fractions of a Poisson affine space, i.e. a polynomial algebra such that the Poisson bracket of two generators is equal to their product (up to a scalar). We answer positively the quadratic Poisson Gel'fand-Kirillov problem for a large class of Poisson algebras arising as semiclassical limits of quantised coordinate rings, as well as for their quotients by Poisson prime ideals that are invariant under the action of a torus. In particular, we show that coordinate rings of determinantal Poisson varieties satisfy the quadratic Poisson Gel'fand-Kirillov problem. Our proof relies on the so-called characteristic-free Poisson deleting derivation homomorphism. Essentially this homomorphism allows us to simplify Poisson brackets of a given polynomial Poisson algebra by localising at a generator.
Next we develop a method, the characteristic-free Poisson deleting derivations algorithm, to study the Poisson spectrum of a polynomial Poisson algebra. It is a Poisson version of the deleting derivations algorithm introduced by Cauchon [8] in order to study spectra of some noncommutative noetherian algebras. This algorithm allows us to define a partition of the Poisson spectrum of certain polynomial Poisson algebras, and to prove the Poisson Dixmier-Moeglin equivalence for those Poisson algebras when the base field is of characteristic zero. Finally, using both Cauchon's and our algorithm, we compare combinatorially spectra and Poisson spectra in the framework of (algebraic) deformation theory. In particular we compare spectra of quantum matrices with Poisson spectra of matrix Poisson varieties
Exponential families of mixed Poisson distributions
No full textIf I=(I1,…,Id) is a random variable on [0,∞)d with distribution μ(dλ1,…,dλd), the mixed Poisson distribution MP(μ) on View the MathML source is the distribution of (N1(I1),…,Nd(Id)) where N1,…,Nd are ordinary independent Poisson processes which are also independent of I. The paper proves that if F is a natural exponential family on [0,∞)d then MP(F) is also a natural exponential family if and only if a generating probability of F is the distribution of v0+v1Y1+cdots, three dots, centered+vqYq for some qless-than-or-equals, slantd, for some vectors v0,…,vq of [0,∞)d with disjoint supports and for independent standard real gamma random variables Y1,…,Yq
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
No full textIn this paper a purely theoretical reinsurance model is presented, where the reinsurance contract is assumed to be simultaneously of an excess-of-loss and of a proportional type. The stochastic structure of the set of pairs (claim’s arrival time, claim’s size) is described by a Spatial Mixed Poisson Process. By using an invariance property of the Spatial Mixed Poisson Processes, we estimate the amount that the ceding company obtains in a fixed time interval in force of the reinsurance contract
Twisted Poincare duality for some quadratic Poisson algebras
No full textWe exhibit a Poisson module restoring a twisted Poincaré duality between Poisson homology and cohomology for the polynomial algebra R=C[X1Xn] endowed with Poisson bracket arising from a uniparametrised quantum affine space. This Poisson module is obtained as the semiclassical limit of the dualising bimodule for Hochschild homology of the corresponding quantum affine space. As a corollary we compute the Poisson cohomology of R, and so retrieve a result obtained by direct methods (so completely different from ours) by Monnier
A quadratic Poisson Gel'fand-Kirillov problem in prime characteristic
No full textThe quadratic Poisson Gel’fand-Kirillov problem asks whether the field of fractions of a Poisson algebra is Poisson birationally equivalent to a Poisson affine space, i.e. to a polyno-mial algebra K[X1,..., Xn] with Poisson bracket defined by {Xi, Xj} = λijXiXj for some skew-symmetric matrix (λij) ∈Mn(K). This problem was studied in [9] over a field of charac-teristic 0 by using a Poisson version of the deleting derivation homomorphism of Cauchon. In this paper, we study the quadratic Poisson Gel’fand-Kirillov problem over a field of arbitrary characteristic. In particular, we prove that the quadratic Poisson Gel’fand-Kirillov problem is satisfied for a large class of Poisson algebras arising as semiclassical limits of quantised co-ordinate rings. For, we introduce the concept of higher Poisson derivation which allows us to extend the Poisson version of the deleting derivation homomorphism from the characteristic 0 case to the case of arbitrary characteristic. When a torus is acting rationally by Poisson automorphisms on a Poisson polynomial algebra arising as the semiclassical limit of a quantised coordinate ring, we prove (under some technical assumptions) that quotients by Poisson prime torus-invariant ideals also satisfy the quadratic Poisson Gel’fand-Kirillov problem. In particular, we show that coordinate rings of determinantal varieties satisfy the quadratic Poisson Gel’fand-Kirillov problem
Lattice permutations and Poisson-Dirichlet distribution of cycle lengths
No full textWe study random spatial permutations on ℤ3 where each jump x↦π(x) is penalized by a factor e−T∥x−π(x)∥2 . The system is known to exhibit a phase transition for low enough T where macroscopic cycles appear. We observe that the lengths of such cycles are distributed according to Poisson-Dirichlet. This can be explained heuristically using a stochastic coagulation-fragmentation process for long cycles, which is supported by numerical data
Poisson algebras via model theory and differential-algebraic geometry
No full textBrown and Gordon asked whether the Poisson Dixmier–Moeglin equivalence holds for any complex affine Poisson algebra, that is, whether the sets of Poisson rational ideals, Poisson primitive ideals, and Poisson locally closed ideals coincide. In this article a complete answer is given to this question using techniques from differential-algebraic geometry and model theory. In particular, it is shown that while the sets of Poisson rational and Poisson primitive ideals do coincide, in every Krull dimension at least four there are complex affine Poisson algebras with Poisson rational ideals that are not Poisson locally closed. These counterexamples also give rise to counterexamples to the classical (noncommutative) Dixmier–Moeglin equivalence in finite GK dimension. A weaker version of the Poisson Dixmier–Moeglin equivalence is proven for all complex affine Poisson algebras, from which it follows that the full equivalence holds in Krull dimension three or less. Finally, it is shown that everything, except possibly that rationality implies primitivity, can be done over an arbitrary base field of characteristic zero
Distributions of Functionals of the two Parameter Poisson-Dirichlet Process
No full textThe present paper provides exact expressions for the probability distribution of linear functionals of the two–parameter Poisson–Dirichlet process. Distributional results that follow from the application of an inversion formula for a (generalized) Cauchy–Stieltjes transform are achieved. Moreover, several interesting integral identities are obtained by exploiting a correspondence between the mean functional of a Poisson–Dirichlet process and the mean functional of a suitable Dirichlet process. Finally, some distributional characterizations in terms of mixture representations are illustrated. Our formulae are relevant to occupation time phenomena connected with Brownian motion and more general Bessel processes, as well as to models arising in Bayesian nonparametric statistics.Cauchy–Stieltjes transform; Cifarelli–Regazzini identity; Functionals of random probability measures; Occupation times; Two parameter Poisson-Dirichlet process.
Mixture of bivariate Poisson regression models with an application to insurance
No full textIn a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this model in order to consider alternatives. We propose a 2-finite mixture of bivariate Poisson regression models to demonstrate that the overdispersion in the data requires more structure if it is to be taken into account, and that a simple zero-inflated bivariate Poisson model does not suffice. At the same time, we show that a finite mixture of bivariate Poisson regression models embraces zero-inflated bivariate Poisson regression models as a special case. Additionally, we describe a model in which the mixing proportions are dependent on covariates when modelling the way in which each individual belongs to a separate cluster. Finally, an EM algorithm is provided in order to ensure the models’ ease-of-fit. These models are applied to the same automobile insurance claims data set as used in Bermúdez [2009] and it is shown that the modelling of the data set can be improved considerably.Zero-inflation, Overdispersion, EM algorithm, Automobile insurance, A priori ratemaking.
Semilinear Poisson problems in Sobolev-Besov spaces on Lipschitz domains
No full textExtending recent work for the linear Poisson problem for the Laplacian in the framework of Sobolev-Besov spaces on Lipschitz domains by Jerison and Kenig [16], Fabes, Mendez and Mitrea [9], and Mitrea and Taylor [30], here we take up the task of developing a similar sharp theory for semilinear problems of the type [Delta]u-N(x, u) = F(x), equipped with Dirichlet and Neumann boundary conditions
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