Long-term stability of interacting Hawkes processes on random graphs

DOI10.1214/23-EJP1006zbMATH Open1530.05164arXiv2207.13942MaRDI QIDQ6136834FDOQ6136834

Zoé Agathe-Nerine

Publication date: 17 January 2024

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

Abstract: We consider a population of Hawkes processes modeling the activity of $N$ interacting neurons. The neurons are regularly positioned on the segment $[0,1]$, and the connectivity between neurons is given by a random possibly diluted and inhomogeneous graph where the probability of presence of each edge depends on the spatial position of its vertices through a spatial kernel. The main result of the paper concerns the longtime stability of the synaptic current of the population, as $Noinfty$, in the subcritical regime in case the synaptic memory kernel is exponential, up to time horizons that are polynomial in $N$.

Full work available at URL: https://arxiv.org/abs/2207.13942

zbMATH Keywords

mean-field systemsneural field equationspatially extended systemmultivariate nonlinear Hawkes processes\(W\)-random graph

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random graphs (graph-theoretic aspects) (05C80) Neural networks for/in biological studies, artificial life and related topics (92B20) Convolution as an integral transform (44A35)

Cites Work

• Spectra of some self-exciting and mutually exciting point processes
• Limits of dense graph sequences
• A cluster process representation of a self-exciting process
• Title not available (Why is that?)
• Title not available (Why is that?)
• Dynamics of pattern formation in lateral-inhibition type neural fields
• Connected components in random graphs with given expected degree sequences
• Multivariate Hawkes processes on inhomogeneous random graphs
• Stability of nonlinear Hawkes processes
• Hawkes processes on large networks
• Spatiotemporal dynamics of continuum neural fields
• Propagation of chaos in neural fields
• Convergent sequences of dense graphs. II. Multiway cuts and statistical physics
• Convergent sequences of dense graphs. I: Subgraph frequencies, metric properties and testing
• An \(L^{p}\) theory of sparse graph convergence. II: LD convergence, quotients and right convergence
• Maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in Banach spaces
• Noise, interaction, nonlinear dynamics and the origin of rhythmic behaviors
• Long time dynamics and disorder-induced traveling waves in the stochastic Kuramoto model
• Transitions in Active Rotator Systems: Invariant Hyperbolic Manifold Approach
• Degree‐based goodness‐of‐fit tests for heterogeneous random graph models: Independent and exchangeable cases
• Uniform convergence to equilibrium for granular media
• Synchronization and random long time dynamics for mean-field plane rotators
• Limits of randomly grown graph sequences
• Mean-field limit of generalized Hawkes processes
• A note on dynamical models on random graphs and Fokker-Planck equations
• Multi-class oscillating systems of interacting neurons
• Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
• Quenched asymptotics for interacting diffusions on inhomogeneous random graphs
• A law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphs
• Fluctuation limits for mean-field interacting nonlinear Hawkes processes
• Mean field limits for interacting Hawkes processes in a diffusive regime
• Mean-field limits for non-linear Hawkes processes with excitation and inhibition
• Fluctuations for spatially extended Hawkes processes
• Long time dynamics for interacting oscillators on graphs
• Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis
• Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales

This page was built for publication: Long-term stability of interacting Hawkes processes on random graphs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6136834)