Related papers: On Hawkes Processes with Infinite Mean Intensity
Both Hawkes processes and autoregressive processes rely on linear functionals of their past, while modeling different types of data. Since datasets arising from observations of the same phenomenon may be heterogeneous and sampled at…
We prove the existence of global in time, finite energy, weak solutions to a quantum magnetohydrodynamic system (QMHD) with large data, modeling a charged quantum fluid interacting with a self-generated electromagnetic field. The analysis…
There are several results on the stability of nonlinear positive systems in the presence of time delays. However, most of them assume that the delays are constant. This paper considers time-varying, possibly unbounded, delays and…
When a Hamiltonian density is bounded by below, we know that the lowest-energy state must be stable. One is often tempted to reverse the theorem and therefore believe that an unbounded Hamiltonian density always implies an instability. The…
We develop a general theoretical framework for characterizing stable quantum resources between microwave and optical modes in the dynamics of multipartite hybrid quantum systems with intermediary modes. The effective Hamiltonian for…
We investigate entropy minimization problems for quantum states subject to convex block-separable constraints. Our principal result is a quantitative stability theorem: under a natural confining (fixed-support) hypothesis, if a state has…
This paper aims to systematically solve stochastic team optimization of large-scale system, in a rather general framework. Concretely, the underlying large-scale system involves considerable weakly-coupled cooperative agents for which the…
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…
Howard's conjecture, which states that in the linear instability problem of inviscid heterogeneous parallel shear flow growth rate of an arbitrary unstable wave must approach zero as the wave length decreases to zero, is established in a…
Quantifying influence in networks is important across science, economics, and public health, yet widely used centrality measures remain limited: they rely on static representations, heuristic network constructions, and purely endogenous…
I consider the problem of weakly nonlinear stability of three-dimensional parity-invariant magnetohydrodynamic systems to perturbations, involving large scales. I assume that the MHD state, the stability of which I investigate, does not…
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…
Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto model is the Multivariate Hawkes Process (MHP), whose impact…
We focus our attention on dynamical processes characterized by an entropic index Q<1. According to the probabilistic arguments of Tsallis and Bukman [C.Tsallis, D.J. Bukman, Phys. Rev. E 54,R2197 (1996)] these processes are subdiffusional…
We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…
The present paper studies existence and distributional uniqueness of subclasses of stationary hard-core particle systems arising as thinnings of stationary particle processes. These subclasses are defined by natural maximality criteria. We…
As a tool for capturing irregular temporal dependencies (rather than resorting to binning temporal observations to construct time series), Hawkes processes with exponential decay have seen widespread adoption across many application…
We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…
The nonlinear filtering equation is said to be stable if it ``forgets'' the initial condition. It is known that the filter might be unstable even if the signal is an ergodic Markov chain. In general, the filtering stability requires…
I consider the problem of weakly nonlinear stability of three-dimensional convective magnetohydrodynamic systems, where there is no alpha-effect or it is insignificant, to perturbations involving large scales. I assume that the convective…