Perfect simulation for interacting Hawkes processes with variable length memory

Authors Branda P. I. Goncalves, Paul Gresland

Publication date 19 September 2022

Abstract: We consider a nonlinear multivariate Hawkes process having a variable length memory which allows to describe the activity of a neuronal network by its membrane potential. We propose a graphical construction of the process and we construct, by means of a perfect simulation algorithm, a stationary version of the process. By making the hypothesis that the spiking rate

of the neuron

i i n I

is bounded, we construct an algorithm based on a priori realizations of the Poisson process

(M^{i}, i i n I)

. We show that there exists a critical value

d e l t a_{c}

such that if

u n d e r l i n e d e l t a > d e l t a_{c}

(where

u n d e r l i n e d e l t a = i n f_{i} d e l t a_{i}

with

) the process is ergodic.

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