Rate of convergence to equilibrium of marked Hawkes processes

DOI10.1239/jap/1019737993zbMath1005.60062OpenAlexW2162162127MaRDI QIDQ3147422

Pierre Brémaud, Giovanni Luca Torrisi, Giovanna Nappo

Publication date: 13 February 2003

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

Full work available at URL: https://doi.org/10.1239/jap/1019737993

zbMATH Keywords

branching processesrenewal theorypoint processesstochastic simulationstochastic intensity

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Related Items (19)

Statistical inference versus mean field limit for Hawkes processes ⋮ The pair correlation function of spatial Hawkes processes ⋮ Limit theorems for Hawkes processes including inhibition ⋮ Limit Theorems for Marked Hawkes Processes with Application to a Risk Model ⋮ Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals ⋮ Bayesian estimation of nonlinear Hawkes processes ⋮ Approximate simulation of Hawkes processes ⋮ Integration by parts formulas for marked Hawkes processes ⋮ Perfect simulation of Hawkes processes ⋮ Large Deviations of Poisson Cluster Processes ⋮ ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES ⋮ Asymptotics for Hawkes processes with large and small baseline intensities ⋮ Risk processes with non-stationary Hawkes claims arrivals ⋮ Functional limit theorems for marked Hawkes point measures ⋮ Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime ⋮ Renewal in Hawkes processes with self-excitation and inhibition ⋮ Central Limit Theorem for Nonlinear Hawkes Processes ⋮ The Hawkes Process with Different Exciting Functions and its Asymptotic Behavior ⋮ Hawkes processes on large networks

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