Fluctuation limits for mean-field interacting nonlinear Hawkes processes
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Publication:2048140
Abstract: We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In particular, we prove a functional central limit theorem for the mean spike-activity thereby characterizing the asymptotic fluctuations in terms of a stochastic Volterra integral equation. Our approach differs from previous approaches in making use of the associated resolvent in order to represent the fluctutations as Skorokhod continuous mappings of weakly converging martingales. Since the Lipschitz properties of the resolvent are explicit, our analysis in principle also allows to derive approximation errors in terms of driving martingales.
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(20)- Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes
- Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
- Mean field limits for interacting Hawkes processes in a diffusive regime
- Mean-field limits for non-linear Hawkes processes with excitation and inhibition
- Interacting Hawkes processes with multiplicative inhibition
- Multivariate Hawkes processes on inhomogeneous random graphs
- Fluctuations for spatially extended Hawkes processes
- Multi-class oscillating systems of interacting neurons
- Fluctuations for mean-field interacting age-dependent Hawkes processes
- Modeling networks of spiking neurons as interacting processes with memory of variable length
- Spiking neurons: interacting Hawkes processes, mean field limits and oscillations
- Propagation of spiking moments in linear Hawkes networks
- Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling
- Long-term stability of interacting Hawkes processes on random graphs
- On a Finite-Size Neuronal Population Equation
- Mean-field limits for non-linear Hawkes processes with inhibition on a Erdős-Rényi-graph
- Fluctuations for mean field limits of interacting systems of spiking neurons
- Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise
- Stability of wandering bumps for Hawkes processes interacting on the circle
- Local stability and rates of convergence to equilibrium for the nonlinear renewal equation; applications to Hawkes processes
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