Related papers: Multivariate Hawkes processes on inhomogeneous ran…
This work contributes to the theory and applications of Hawkes processes. We introduce and examine a new class of Hawkes processes that we call generalized Hawkes processes, and their special subclass -- the generalized multivariate Hawkes…
We present a stability study of the class of multivariate self-excited Hawkes point processes, that can model natural and social systems, including earthquakes, epileptic seizures and the dynamics of neuron assemblies, bursts of exchanges…
Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual…
Inhomogeneous random graphs are fundamental models for real-world networks, where prescribed degrees are imposed as soft constraints. A common assumption in such models is that the degree distribution follows a power-law, capturing the…
In the context of multi-agent systems of binary interacting particles, a kinetic model for action potential dynamics on a neural network is proposed, accounting for heterogeneity in the neuron-to-neuron connections, as well as in the brain…
We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent Poisson random…
We study heterogeneous distribution of gains in neural fields using techniques of quantum mechanics by exploiting a relationship of our model and the time-independent Schr\"{o}dinger equation. We show that specific relationships between the…
We study the metastable behaviour of a stochastic system of particles with hard-core interactions in a high-density regime. Particles sit on the vertices of a bipartite graph. New particles appear subject to a neighbourhood exclusion…
We consider a class of weakly interacting particle systems of mean-field type. The interactions between the particles are encoded in a graph sequence, i.e., two particles are interacting if and only if they are connected in the underlying…
Most of the published articles on random motions have been devoted to the study of the telegraph process or its generalizations that describe the random motion in $R^n$ of a single particle in a Markov or semi-Markov medium. However, up to…
We consider random-access networks where nodes represent servers with a queue and can be either active or inactive. A node deactivates at unit rate, while it activates at a rate that depends on its queue length, provided none of its…
Human behavior drives a range of complex social, urban, and economic systems, yet understanding its structure and dynamics at the individual level remains an open question. From credit card transactions to communications data, human…
A critical task in systems biology is the identification of genes that interact to control cellular processes by transcriptional activation of a set of target genes. Many methods have been developed to use statistical correlations in…
We study a network of spiking neurons with heterogeneous excitabilities connected via inhibitory delayed pulses. For globally coupled systems the increase of the inhibitory coupling reduces the number of firing neurons by following a Winner…
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…
We address a system of weakly interacting particles where the heterogenous connections among the particles are described by a graph sequence and the number of particles grows to infinity. Our results extend the existing law of large numbers…
We consider a new class of non Markovian processes with a countable number of interacting components, both in discrete and continuous time. Each component is represented by a point process indicating if it has a spike or not at a given…
An extension of the Hawkes process, the Marked Hawkes process distinguishes itself by featuring variable jump size across each event, in contrast to the constant jump size observed in a Hawkes process without marks. While extensive…
Networks of the brain are composed of a very large number of neurons connected through a random graph and interacting after random delays that both depend on the anatomical distance between cells. In order to comprehend the role of these…
We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$,…