Large Deviations of Poisson Cluster Processes
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Publication:3548758
Abstract: In this paper we prove scalar and sample path large deviation principles for a large class of Poisson cluster processes. As a consequence, we provide a large deviation principle for ergodic Hawkes point processes.
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Cites work
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Cited in
(53)- Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals
- Hawkes processes on large networks
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