Multivariate Hawkes processes on inhomogeneous random graphs
Probability
2022-02-24 v2
Abstract
We consider a population of 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 . A crucial issue will be to understand how spatial inhomogeneity influences the large time behavior of the system.
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}
}