Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels

DOI10.1016/J.SPA.2018.02.007MaRDI QIDQ1756953zbMATH OpenOpenAlexWikidataFDO

Authors Julien Chevallier, Aline Duarte, E. Löcherbach, Guilherme Ost

Publication date 28 December 2018

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.05031

zbMATH Keywords

couplingHawkes processespropagation of chaosneural field equationspatial mean-field

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57)

Abstract: We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in Rd and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the evolution of a typical neuron, attached to a given spatial position, can be described by a nonlinear limit differential equation driven by a Poisson random measure. The limit process is described by a neural field equation. As a consequence, we provide a rigorous derivation of the neural field equation based on a thorough mean field analysis.

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Cited in

(21)

• Hydrodynamic limit for interacting neurons
• Long-term stability of interacting Hawkes processes on random graphs
• Concentration Phenomena in Fitzhugh–Nagumo Equations: A Mesoscopic Approach
• Asymptotics of one-dimensional Lévy approximations
• Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
• Fluctuations for mean field limits of interacting systems of spiking neurons
• Interacting Hawkes processes with multiplicative inhibition
• Mean-field limit of age and leaky memory dependent Hawkes processes
• Hydrodynamic limit for spatially structured interacting neurons
• Multivariate Hawkes processes on inhomogeneous random graphs
• On a toy network of neurons interacting through their dendrites
• White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps
• Uniform decomposition of probability measures: quantization, clustering and rate of convergence
• Quenched asymptotics for interacting diffusions on inhomogeneous random graphs
• Concentration profiles in FitzHugh-Nagumo neural networks: a Hopf-Cole approach
• Large coupling in a FitzHugh-Nagumo neural network: quantitative and strong convergence results
• Propagation of chaos and phase transition in a stochastic model for a social network
• Rigorous derivation of the nonlocal reaction-diffusion FitzHugh-Nagumo system
• Mean-field limits for non-linear Hawkes processes with excitation and inhibition
• Laws of large numbers and Langevin approximations for stochastic neural field equations
• Fluctuations for spatially extended Hawkes processes

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