Renewal Time Points for Hawkes Processes
From MaRDI portal
Publication:6320030
Abstract: In the last decade Hawkes processes have received much attention as models for functional connectivity in neural spiking networks and other dynamical systems with a cascade behavior. In this paper we establish a renewal approach for analyzing this process. We consider the ordinary nonlinear Hawkes process as well as the more recently described age dependent Hawkes process. We construct renewal-times and establish moment results for these. This gives rise to study the Hawkes process as a Markov chain. As an application, we prove asymptotic results such as a functional CLT and a time-average CLT.
This page was built for publication: Renewal Time Points for Hawkes Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6320030)
