Related papers: On Hawkes Processes with Infinite Mean Intensity
The Hartree-Fock equation admits homogeneous states that model infinitely many particles at equilibrium. We prove their asymptotic stability in large dimensions, under assumptions on the linearised operator. Perturbations are moreover…
We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions. We give conditions for the integrability of the paths of…
We study the linear stability of holographic homogeneous solids (HHS) at finite temperature and in presence of a background shear strain by means of a large scale quasi-normal mode analysis which extends beyond the hydrodynamic limit. We…
A field theoretical framework is developed for the Hawkes self-excited point process with arbitrary memory kernels by embedding the original non-Markovian one-dimensional dynamics onto a Markovian infinite-dimensional one. The corresponding…
We consider a suspension of active rigid particles (swimmers) in a steady Stokes flow, where particles are distributed according to a stationary ergodic random process, and we study its homogenization in the macroscopic limit. A key point…
Our recent interest is focused on establishing the necessary and sufficient conditions that guarantee a long-term stable evolution of both natural and artificial systems. Two necessary conditions, called global and local boundedness, are…
We establish homogenization for nondegenerate viscous Hamilton-Jacobi equations in one space dimension when the diffusion coefficient $a(x,\omega) > 0$ and the Hamiltonian $H(p,x,\omega)$ are general stationary ergodic processes in $x$. Our…
We model the arrival of mid-price changes in the E-Mini S&P futures contract as a self-exciting Hawkes process. Using several estimation methods, we find that the Hawkes kernel is power-law with a decay exponent close to -1.15 at short…
We consider a Hamiltonian systems which is invariant under a one-parameter unitary group. We give a criterion for the stability and instability of bound states for the degenerate case. We apply our theorem to the single power nonlinear…
Multivariate max-stable processes are important for both theoretical investigations and various statistical applications motivated by the fact that these are limiting processes, for instance of stationary multivariate regularly varying time…
The Hawkes process is a simple point process that has long memory, clustering effect, self-exciting property and is in general non-Markovian. The future evolution of a self-exciting point process is influenced by the timing of the past…
Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…
Univariate marked Hawkes processes are used to model a range of real-world phenomena including earthquake aftershock sequences, contagious disease spread, content diffusion on social media platforms, and order book dynamics. This paper…
In this paper we introduce a new model named CARMA(p,q)-Hawkes process as the Hawkes model with exponential kernel implies a strictly decreasing behaviour of the autocorrelation function and empirically evidences reject the monotonicity…
We explore the stability of certain many-body quantum states which may exist at zero or finite temperatures, may lack long-range order and even topological order, and still are thermodynamically distinct from uncorrelated disordered phases.…
Properties of strong mixing have been established for the stationary linear Hawkes process in the univariate case, and can serve as a basis for statistical applications. In this paper, we provide the technical arguments needed to extend the…
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…
In this paper, we study the asymptotic behavior of the normalized cadlag functions generated by the discrete Fourier transforms of a stationary centered square-integrable process, started at a point. We prove that the quenched invariance…
The Hawks process is a point process with a self-exciting property. It has been used to model earthquakes, social media events, infections, etc., and is getting a lot of attention. However, as a real problem, there are often situations…
For Markov processes over discrete configurations, an asymptotic bound on the uncertainty of stochastic fluxes is derived in terms of the harmonic mean of decay rates with respect to the stationary distribution. This bound is necessarily…