Related papers: Multivariate Hawkes processes on inhomogeneous ran…
We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…
A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…
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,…
This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…
Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…
Hawkes process is a class of simple point processes 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, insurance, neuroscience,…
Consider a system of $K$ particles moving on the vertex set of a finite connected graph with at most one particle per vertex. If there is one, the particle at $x$ chooses one of the $\hbox{deg} (x)$ neighbors of its location uniformly at…
Interacting systems are ubiquitous in nature and engineering, ranging from particle dynamics in physics to functionally connected brain regions. These interacting systems can be modeled by graphs where edges correspond to the interactions…
We study the effect of intrinsic heterogeneity on the activity of a population of leaky integrate-and-fire neurons. By rescaling the dynamical equation, we derive mathematical relations between multiple neuronal parameters and a fluctuating…
We investigate numerically the collective dynamical behavior of pulse-coupled non-leaky integrate-and-fire-neurons that are arranged on a two-dimensional small-world network. To ensure ongoing activity, we impose a probability for…
Recent advancements in measurement techniques have resulted in an increasing amount of data on neural activities recorded in parallel, revealing largely heterogeneous correlation patterns across neurons. Yet, the mechanistic origin of this…
Epidemics in large complete networks is well established. In contrast, we consider epidemics in non-complete networks. We establish the fluid limit macroscopic dynamics of a multi-virus spread over a multipartite network as the number of…
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…
A collection of $N$-diffusing interacting particles where each particle belongs to one of $K$ different populations is considered. Evolution equation for a particle from population $k$ depends on the $K$ empirical measures of particle…
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,…
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…
We study large time behavior of critical marked Hawkes processes and related branching particle systems. In case of marked Hawkes processes we assume that the kernel function has multiplicative form and the marks corresponding to the events…
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…