Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
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Publication:2315066
DOI10.1007/s11134-018-9570-5zbMath1418.60024arXiv1607.06624OpenAlexW2485308488MaRDI QIDQ2315066
Publication date: 31 July 2019
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.06624
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Functional limit theorems; invariance principles (60F17)
Related Items (26)
Limit theorems for Hawkes processes including inhibition ⋮ Synchronization in a self-exciting buffer model ⋮ Moderate deviations for multivariate Hawkes processes ⋮ Infinite-server queues with Hawkes input ⋮ The Malliavin-Stein method for Hawkes functionals ⋮ Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals ⋮ An ephemerally self-exciting point process ⋮ Limit theorems for a discrete-time marked Hawkes process ⋮ Asymptotic results for a class of Markovian self-exciting processes ⋮ On the splitting and aggregating of Hawkes processes ⋮ Bayesian estimation of nonlinear Hawkes processes ⋮ Hawkes processes framework with a gamma density as excitation function: application to natural disasters for insurance ⋮ Diffusion approximation of a risk model with non-stationary Hawkes arrivals of claims ⋮ Unnamed Item ⋮ Limit theorems for an extended inverse Hawkes process with general exciting functions ⋮ Queues Driven by Hawkes Processes ⋮ Precise deviations for Hawkes processes ⋮ Asymptotics for Hawkes processes with large and small baseline intensities ⋮ Limit theorems for an inverse Markovian Hawkes process ⋮ Spectral estimation of Hawkes processes from count data ⋮ Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime ⋮ Transient analysis of an affine queue-Hawkes process ⋮ Shot-noise queueing models ⋮ Queues with path-dependent arrival processes ⋮ An extension of Hawkes processes with ephemeral nearest effects ⋮ On the distributions of infinite server queues with batch arrivals
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