Hawkes processes on large networks

DOI10.1214/14-AAP1089zbMATH Open1334.60082WikidataQ99980171 ScholiaQ99980171MaRDI QIDQ259574FDOQ259574

Authors: Sylvain Delattre, Nicolas Fournier, M. Hoffmann 

Publication date: 11 March 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoap/1452003238

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zbMATH Keywords

point processesstochastic differential equationsinteracting particle systemslimit theoremsmean-field approximationsmultivariate Hawkes processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Strong limit theorems (60F15) Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (49)

• Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction
• Mean-field limit of generalized Hawkes processes
• Integration by parts formulas for marked Hawkes processes
• Long-term stability of interacting Hawkes processes on random graphs
• Hawkes Graphs
• A recursive point process model for infectious diseases
• Limit theorems for Markovian Hawkes processes with a large initial intensity
• Weak and strong connectivity regimes for a general time elapsed neuron network model
• Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms
• Functional central limit theorems and moderate deviations for Poisson cluster processes
• Statistical inference versus mean field limit for Hawkes processes
• On a Finite-Size Neuronal Population Equation
• A convergence criterion for systems of point processes from the convergence of their stochastic intensities
• Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
• Hawkes processes with variable length memory and an infinite number of components
• Measuring discrepancies between Poisson and exponential Hawkes processes
• Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
• Conditional propagation of chaos for mean field systems of interacting neurons
• Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
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• Interacting Hawkes processes with multiplicative inhibition
• Mean-field limit of age and leaky memory dependent Hawkes processes
• Multi-class oscillating systems of interacting neurons
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• Moderate deviations for multivariate Hawkes processes
• Spiking neurons : interacting Hawkes processes, mean field limits and oscillations
• Multivariate Hawkes processes on inhomogeneous random graphs
• On the nonparametric inference of coefficients of self-exciting jump-diffusion
• Fluctuation limits for mean-field interacting nonlinear Hawkes processes
• Replica-mean-field limits of fragmentation-interaction-aggregation processes
• Replica-Mean-Field Limits for Intensity-Based Neural Networks
• Propagation of chaos and phase transition in a stochastic model for a social network
• A Novel Point Process Model for COVID-19: Multivariate Recursive Hawkes Process
• Stability of piecewise deterministic Markovian metapopulation processes on networks
• Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels
• Renewal in Hawkes processes with self-excitation and inhibition
• Stability and mean-field limits of age dependent Hawkes processes
• Mean field limits for interacting Hawkes processes in a diffusive regime
• A weak solution theory for stochastic Volterra equations of convolution type
• Regenerative properties of the linear Hawkes process with unbounded memory
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• Exponential ergodicity for diffusions with jumps driven by a Hawkes process
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