point processesstochastic differential equationsinteracting particle systemslimit theoremsmean-field approximationsmultivariate Hawkes processes
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)
Recommendations
- Multivariate Hawkes processes on inhomogeneous random graphs
- Nonlinear Markov processes in big networks
- Robustness of Markov processes on large networks
- Multivariate spatiotemporal Hawkes processes and network reconstruction
- On Markovian random networks
- scientific article; zbMATH DE number 933355
- scientific article; zbMATH DE number 6431336
- Distributions in stochastic network models
- Processes on unimodular random networks
Cites work
- scientific article; zbMATH DE number 4211245 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 3336416 (Why is no real title available?)
- scientific article; zbMATH DE number 3379923 (Why is no real title available?)
- A cluster process representation of a self-exciting process
- Adaptive density estimation: A curse of support?
- Adaptive estimation for Hawkes processes; application to genome analysis
- An Introduction to the Theory of Point Processes
- Analyzing Functional Connectivity Using a Network Likelihood Model of Ensemble Neural Spiking Activity
- Asymptotic properties and equilibrium conditions for branching Poisson processes
- Calcul stochastique et problèmes de martingales
- Central limit theorem for nonlinear Hawkes processes
- Contour of complete nonuniqueness as a method of structural optimization with stability constraints
- First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
- Goodness-of-fit tests and nonparametric adaptive estimation for spike train analysis
- Hawkes model for price and trades high-frequency dynamics
- Infinite systems of interacting chains with memory of variable length -- a stochastic model for biological neural nets
- Large Deviations of Poisson Cluster Processes
- Large deviations for Markovian nonlinear Hawkes processes
- Lasso and probabilistic inequalities for multivariate point processes
- Limit theorems for nearly unstable Hawkes processes
- Modelling Financial High Frequency Data Using Point Processes
- Modelling microstructure noise with mutually exciting point processes
- On the Integral Equation of Renewal Theory
- On the rate of convergence in Wasserstein distance of the empirical measure
- Random walk: A modern introduction
- Rate of convergence to equilibrium of marked Hawkes processes
- Simulating the Tail of the Interference in a Poisson Network Model
- Simulation of nonhomogeneous poisson processes by thinning
- Some limit theorems for Hawkes processes and application to financial statistics
- Spectra of some self-exciting and mutually exciting point processes
- Stability of nonlinear Hawkes processes
- Stability results for a general class of interacting point processes dynamics, and applications
- The Markovian self-exciting process
- The asymptotic behaviour of maximum likelihood estimators for stationary point processes
Cited in
(51)- Mean-field limits for non-linear Hawkes processes with inhibition on a Erdős-Rényi-graph
- Propagation of chaos and phase transition in a stochastic model for a social network
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues
- Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms
- Replica-mean-field limits of fragmentation-interaction-aggregation processes
- Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels
- Some asymptotic results for nonlinear Hawkes processes
- Hawkes processes with variable length memory and an infinite number of components
- Stability and mean-field limits of age dependent Hawkes processes
- Statistical inference versus mean field limit for Hawkes processes
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Replica-mean-field limits for intensity-based neural networks
- Spiking neurons: interacting Hawkes processes, mean field limits and oscillations
- 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
- Interacting Hawkes processes with multiplicative inhibition
- Mean-field limits for non-linear Hawkes processes with excitation and inhibition
- Mean-field limit of age and leaky memory dependent Hawkes processes
- On the nonparametric inference of coefficients of self-exciting jump-diffusion
- Functional central limit theorems and moderate deviations for Poisson cluster processes
- Diffusion approximation of multi-class Hawkes processes: theoretical and numerical analysis
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
- Exponential ergodicity for diffusions with jumps driven by a Hawkes process
- Limit theorems for Markovian Hawkes processes with a large initial intensity
- Weak and strong connectivity regimes for a general time elapsed neuron network model
- A convergence criterion for systems of point processes from the convergence of their stochastic intensities
- Multi-class oscillating systems of interacting neurons
- Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
- Mean field limits for interacting Hawkes processes in a diffusive regime
- Renewal in Hawkes processes with self-excitation and inhibition
- A weak solution theory for stochastic Volterra equations of convolution type
- Regenerative properties of the linear Hawkes process with unbounded memory
- Conditional propagation of chaos for mean field systems of interacting neurons
- An extension of Hawkes processes with ephemeral nearest effects
- Long-term stability of interacting Hawkes processes on random graphs
- Measuring discrepancies between Poisson and exponential Hawkes processes
- Hawkes graphs
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity
- A recursive point process model for infectious diseases
- Stability for Hawkes processes with inhibition
- A novel point process model for COVID-19: multivariate recursive Hawkes process
- Moderate deviations for multivariate Hawkes processes
- Multivariate Hawkes processes on inhomogeneous random graphs
- Bayesian estimation of nonlinear Hawkes processes
- Stability of piecewise deterministic Markovian metapopulation processes on networks
- On a Finite-Size Neuronal Population Equation
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
- Statistical inference for a partially observed interacting system of Hawkes processes
- Fluctuation limits for mean-field interacting nonlinear Hawkes processes
- Numerical method for means of linear Hawkes processes
This page was built for publication: Hawkes processes on large networks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q259574)
