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We study the asymptotic behavior for asymmetric neuronal dynamics in a network of linear Hopfield neurons. The interaction between the neurons is modeled by random couplings which are centered i.i.d. random variables with finite moments of…

Probability · Mathematics 2020-06-08 Olivier Faugeras , Émilie Soret , Etienne Tanré

In this work, we propose a nonlinear stochastic model of a network of stochastic spiking neurons. We heuristically derive the mean-field limit of this system. We then design a Monte Carlo method for the simulation of the microscopic system,…

Numerical Analysis · Mathematics 2019-06-26 Benjamin Aymard , Fabien Campillo , Romain Veltz

For a system of mean field interacting diffusion on $\mathbb{T}^d$, the empirical measure $\mu^N$ converges to the solution $\mu$ of the Fokker-Planck equation. Refining this mean field limit as a Central Limit Theorem, the fluctuation…

Probability · Mathematics 2025-09-03 Alekos Cecchin , Paul Nikolaev

Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, neuroscience, social networks,…

Probability · Mathematics 2018-10-02 Xuefeng Gao , Lingjiong Zhu

We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of…

Probability · Mathematics 2019-06-04 Justin Sirignano , Konstantinos Spiliopoulos

Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance and many other fields. In this paper, we obtain a functional…

Probability · Mathematics 2014-10-16 Lingjiong Zhu

We continue the work of a series of previous studies of a mathematical model that describes the mean-field limit behavior of a homogeneous network of excitatory point spiking neurons. Contrary to other models, here noise is intrinsic to the…

Neurons and Cognition · Quantitative Biology 2017-07-20 Guillem Via

Population rate or activity equations are the foundation of a common approach to modeling for neural networks. These equations provide mean field dynamics for the firing rate or activity of neurons within a network given some connectivity.…

Neurons and Cognition · Quantitative Biology 2009-05-15 Michael A. Buice , Jack D. Cowan , Carson C. Chow

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…

Probability · Mathematics 2025-09-04 Maxence Baccara

We consider finite systems of $N$ interacting neurons described by non-linear Hawkes processes in a mean field frame. Neurons are described by their membrane potential. They spike randomly, at a rate depending on their potential. In between…

Probability · Mathematics 2025-07-01 Aline Duarte , Kadmo Laxa , Eva Löcherbach , Dasha Loukianova

We investigate the dynamics of large-scale interacting neural populations, composed of conductance based, spiking model neurons with modifiable synaptic connection strengths, which are possibly also subjected to external noisy currents. The…

Neurons and Cognition · Quantitative Biology 2017-02-01 Daniel Gandolfo , Roger Rodriguez , Henry C. Tuckwell

We introduce a nonlinear modification of the classical Hawkes process, which allows inhibitory couplings between units without restrictions. The resulting system of interacting point processes provides a useful mathematical model for…

Probability · Mathematics 2009-11-03 Stefano Cardanobile , Stefan Rotter

We propose a fast and efficient estimation method that is able to accurately recover the parameters of a d-dimensional Hawkes point-process from a set of observations. We exploit a mean-field approximation that is valid when the…

Machine Learning · Computer Science 2016-04-20 Emmanuel Bacry , Stéphane Gaïffas , Iacopo Mastromatteo , Jean-François Muzy

Hawkes processes are a class of simple point processes whose intensity depends on the past history, and is in general non-Markovian. Limit theorems for Hawkes processes in various asymptotic regimes have been studied in the literature. In…

Probability · Mathematics 2026-05-25 Fuqing Gao , Lingjiong Zhu

We study a multivariate, non-linear Hawkes process $Z^N$ on a $q$-Erd\H{o}s-R\'{e}nyi-graph with $N$ nodes. Each vertex is either excitatory (probability $p$) or inhibitory (probability $1-p$). If $p\neq\tfrac12$, we take the mean-field…

Probability · Mathematics 2023-11-27 Jakob Stiefel

The neural dynamics generating sensory, motor, and cognitive functions are commonly understood through field theories for neural population activity. Classic neural field theories are derived from highly simplified models of individual…

Neurons and Cognition · Quantitative Biology 2023-11-21 Gabriel Koch Ocker

In a class of heterogeneous random networks, where each node dynamics is a random dynamical system, interacting with neighbor nodes via a random coupling function, we characterize the hub behavior as the mean-field, subject to statistically…

Dynamical Systems · Mathematics 2025-06-25 Zheng Bian , Jeroen S. W. Lamb , Tiago Pereira

Mesoscopic models of finite-size neuronal populations are crucial to understand the dynamics of neural networks in the brain, especially their fluctuations and response to stimuli. However, current theories to derive such models are based…

Neurons and Cognition · Quantitative Biology 2026-01-26 Nils E. Greven , Jonas Ranft , Tilo Schwalger

In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…

Probability · Mathematics 2013-04-23 Martin G Riedler , Michele Thieullen

We study a multivariate, non-linear Hawkes process $Z^N$ on the complete graph with $N$ nodes. Each vertex is either excitatory (probability $p$) or inhibitory (probability $1-p$). We take the mean-field limit of $Z^N$, leading to a…

Probability · Mathematics 2021-10-14 Peter Pfaffelhuber , Stefan Rotter , Jakob Stiefel