Related papers: Stability for Hawkes processes with inhibition
The Hawkes process is a self-exciting sample point process. It has wide applications in finance, social networks, criminology, seismology, and many other fields. With the development of storage technology, data-driven models are attracting…
We study statistical aspects of state-dependent Hawkes processes, which are an extension of Hawkes processes where a self- and cross-exciting counting process and a state process are fully coupled, interacting with each other. The…
Generic inhomogeneous steady states in an asymmetric exclusion process on a ring with a pair of point bottlenecks are studied. We show that, due to an underlying universal feature, measurements of coarse-grained steady-state densities in…
Hawkes processes have recently gained increasing attention from the machine learning community for their versatility in modeling event sequence data. While they have a rich history going back decades, some of their properties, such as…
The Hawkes process models self-exciting event streams, requiring a strictly non-negative and stable stochastic intensity. Standard identification methods enforce these properties using non-negative causal bases, yielding conservative…
Online learning of Hawkes processes has received increasing attention in the last couple of years especially for modeling a network of actors. However, these works typically either model the rich interaction between the events or the latent…
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…
We consider the Cahn-Hilliard equation with standard double-well potential. We employ a prototypical class of first order in time semi-implicit methods with implicit treatment of the linear dissipation term and explicit extrapolation of the…
Multivariate Hawkes processes (MHP) are a class of point processes in which events at different coordinates interact through mutual excitation. The weighted adjacency matrix of the MHP encodes the strength of the relations, and shares its…
We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation…
This paper introduces the Hawkes skeleton and the Hawkes graph. These objects summarize the branching structure of a multivariate Hawkes point process in a compact, yet meaningful way. We demonstrate how graph-theoretic vocabulary…
This paper is devoted to the study of the stability of limit cycles of a nonlinear delay differential equation with a distributed delay. The equation arises from a model of population dynamics describing the evolution of a pluripotent stem…
We study the linear stability properties of spatially localized single- and multi-peak states generated in a subcritical Turing bifurcation in the Meinhardt model of branching. In one spatial dimension, these states are organized in a…
Hawkes processes are a class of simple point processes that are self-exciting and have clustering effect, with wide applications in finance, social networks and many other fields. This paper considers a self-exciting Hawkes process where…
In this paper we investigate a structured population model with distributed delay. Our model incorporates two different types of nonlinearities. Specifically we assume that individual growth and mortality are affected by scramble…
A multivariate Hawkes process enables self- and cross-excitations through a triggering matrix that behaves like an asymmetrical covariance structure, characterizing pairwise interactions between the event types. Full-rank estimation of all…
Many complex systems share two characteristics: 1) they are stochastic in nature, and 2) they are characterized by a large number of factors. At the same time, various natural complex systems appear to have two types of intertwined…
This article presents a Hawkes process model with Markovian baseline intensities for high-frequency order book data modeling. We classify intraday order book trading events into a range of categories based on their order types and the price…
Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…
Motivated by data on coauthorships in scientific publications, we analyze a team formation process that generalizes matching models and network formation models, allowing for overlapping teams of heterogeneous size. We apply different…