Large deviations of Poisson cluster processes
Probability
2007-05-23 v1
Abstract
In this paper we prove scalar and sample path large deviation principles for a large class of Poisson cluster processes. As a consequence, we provide a large deviation principle for ergodic Hawkes point processes.
Cite
@article{arxiv.0704.1463,
title = {Large deviations of Poisson cluster processes},
author = {Charles Bordenave and Giovanni Luca Torrisi},
journal= {arXiv preprint arXiv:0704.1463},
year = {2007}
}
Comments
25 pages