English

Multivariate Hawkes processes on inhomogeneous random graphs

Probability 2022-02-24 v2

Abstract

We consider a population of NN interacting neurons, represented by a multivariate Hawkes process: the firing rate of each neuron depends on the history of the connected neurons. Contrary to the mean-field framework where the interaction occurs on the complete graph, the connectivity between particles 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. We address the well-posedness of this system and Law of Large Numbers results as NN\to\infty. A crucial issue will be to understand how spatial inhomogeneity influences the large time behavior of the system.

Keywords

Cite

@article{arxiv.2106.12259,
  title  = {Multivariate Hawkes processes on inhomogeneous random graphs},
  author = {Zoé Agathe-Nerine},
  journal= {arXiv preprint arXiv:2106.12259},
  year   = {2022}
}
R2 v1 2026-06-24T03:30:02.494Z