On the splitting and aggregating of Hawkes processes

DOI10.1017/jpr.2022.76zbMath1516.60032OpenAlexW4311969524MaRDI QIDQ6102060

Bo Li, Guodong Pang

Publication date: 8 May 2023

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

Full work available at URL: https://doi.org/10.1017/jpr.2022.76

zbMATH Keywords

functional central limit theoremBrownian motionHawkes processaggregating/superpositionrandom splitting/sampling

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Some asymptotic results for nonlinear Hawkes processes
• Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
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• Stochastic-Process Limits
• Limit Theorems for Marked Hawkes Processes with Application to a Risk Model
• A cluster process representation of a self-exciting process
• The Markovian self-exciting process
• Infinite-server queues with Hawkes input
• An Introduction to the Theory of Point Processes
• Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals
• Queues Driven by Hawkes Processes
• Limits for the superposition ofm-dimensional point processes
• Spectra of some self-exciting and mutually exciting point processes

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