Perfect simulation for interacting Hawkes processes with variable length memory
Probability
2022-09-20 v1
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 is bounded, we construct an algorithm based on a priori realizations of the Poisson process . We show that there exists a critical value such that if (where with ) the process is ergodic.
Keywords
Cite
@article{arxiv.2209.09143,
title = {Perfect simulation for interacting Hawkes processes with variable length memory},
author = {Branda Goncalves and Paul Gresland},
journal= {arXiv preprint arXiv:2209.09143},
year = {2022}
}