Precise Deviations for discrete marked Hawkes processes
Probability
2026-01-29 v3
Abstract
In this paper, we study precise deviations including precise large deviations and moderate deviations for discrete marked Hawkes processes for large time asymptotics by using mod- convergence theory.
Keywords
Cite
@article{arxiv.2309.03627,
title = {Precise Deviations for discrete marked Hawkes processes},
author = {Yingli Wang and Ping He},
journal= {arXiv preprint arXiv:2309.03627},
year = {2026}
}