Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals
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Publication:5084490
DOI10.1287/stsy.2021.0070zbMath1489.60144arXiv2002.06369OpenAlexW3200114901MaRDI QIDQ5084490
Publication date: 24 June 2022
Published in: Stochastic Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.06369
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (2)
On the splitting and aggregating of Hawkes processes ⋮ Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms
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