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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 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

The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…

Methodology · Statistics 2023-06-30 Anna Bonnet , Miguel Martinez Herrera , Maxime Sangnier

We consider multi-class systems of interacting nonlinear Hawkes processes modeling several large families of neurons and study their mean field limits. As the total number of neurons goes to infinity we prove that the evolution within each…

Probability · Mathematics 2016-10-04 Susanne Ditlevsen , Eva Löcherbach

We consider a multivariate non-linear Hawkes process in a multi-class setup where particles are organised within two populations of possibly different sizes, such that one of the populations acts excitatory on the system while the other…

Probability · Mathematics 2020-04-07 Mads Bonde Raad , Eva Löcherbach

We propose a mean-field model of interacting point processes where each process has a memory of the time elapsed since its last event (age) and its recent past (leaky memory), generalizing Age-dependent Hawkes processes. The model is…

Probability · Mathematics 2021-12-07 Valentin Schmutz

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

We generalize multivariate Hawkes processes mainly by including a dependence with respect to the age of the process, i.e. the delay since the last point. Within this class, we investigate the limit behaviour, when n goes to infinity, of a…

Probability · Mathematics 2017-03-16 Julien Chevallier

We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In particular, we prove a functional central limit theorem for the…

Probability · Mathematics 2021-07-06 Sophie Heesen , Wilhelm Stannat

Animal acoustic communication often exhibits temporal dependence, with calls triggering or suppressing subsequent calls within and across call types, individuals, or species. While Hawkes processes provide a natural framework for modeling…

We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in Rd and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the…

Probability · Mathematics 2018-02-19 Julien Chevallier , A Duarte , E Löcherbach , G Ost

Multivariate Hawkes processes are past-dependant point processes originally introduced to model excitation effects, later extended to a nonlinear framework to account for the opposite effect, known as inhibition. Motivated by applications…

Methodology · Statistics 2026-05-12 Sacha Quayle , Anna Bonnet , Maxime Sangnier

The Hawkes process is a class of point processes whose future depends on their own history. Previous theoretical work on the Hawkes process is limited to a special case in which a past event can only increase the occurrence of future…

Methodology · Statistics 2019-06-21 Shizhe Chen , Ali Shojaie , Eric Shea-Brown , Daniela Witten

Hawkes process provides an effective statistical framework for analyzing the time-dependent interaction of neuronal spiking activities. Although utilized in many real applications, the classic Hawkes process is incapable of modelling…

Machine Learning · Statistics 2021-02-23 Feng Zhou , Yixuan Zhang , Jun Zhu

Collective oscillations and their suppression by external stimulation are analyzed in a large-scale neural network consisting of two interacting populations of excitatory and inhibitory quadratic integrate-and-fire neurons. In the limit of…

Neurons and Cognition · Quantitative Biology 2021-07-14 Kestutis Pyragas , Augustinas P. Fedaravičius , Tatjana Pyragienė

We consider a population of $N$ 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…

Probability · Mathematics 2022-02-24 Zoé Agathe-Nerine

Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…

Machine Learning · Computer Science 2021-06-10 Feng Zhou , Quyu Kong , Yixuan Zhang , Cheng Feng , Jun Zhu

We study Replica Mean Field limits for a neural system of infinitely many neurons with both inhibitory and excitatory interactions. As a result we obtain an analytical characterisation of the invariant state. In particular we focus on the…

Probability · Mathematics 2025-05-27 Ioannis Papageorgiou

The Hawkes process is a counting process that has self- and mutually-exciting features with many applications in various fields. In recent years, there have been many interests in the mean-field results of the Hawkes process and its…

Probability · Mathematics 2023-08-01 Fuqing Gao , Yunshi Gao , Lingjiong Zhu

Networks of interconnected neurons display diverse patterns of collective activity. Relating this collective activity to the network's connectivity structure is a key goal of computational neuroscience. We approach this question for…

Neurons and Cognition · Quantitative Biology 2025-06-09 Caitlin Lienkaemper , Gabriel Koch Ocker
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