Related papers: A Palm Space Approach to Non-Linear Hawkes Process…
Interval-censored data solely records the aggregated counts of events during specific time intervals - such as the number of patients admitted to the hospital or the volume of vehicles passing traffic loop detectors - and not the exact…
In this paper we consider point processes specified on directed linear networks, i.e. linear networks with associated directions. We adapt the so-called conditional intensity function used for specifying point processes on the time line to…
We explore the concept of memory in scalar active matter, focusing on the collective dynamics of particles whose interactions depend on their evolutionary history rather than solely on their current configuration. We introduce the idea of…
We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with exponent $\beta +1 \in (1,2]$. Several analytical results can be…
For a Pfaffian point process we show that its Palm measures, its normalised compositions with multiplicative functionals, and its conditional measures with respect to fixing the configuration in a bounded subset are Pfaffian point processes…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
The tail process $\boldsymbol{Y}=(Y_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ of a stationary regularly varying random field $\boldsymbol{X}=(X_{\boldsymbol{i}})_{\boldsymbol{i}\in\mathbb{Z}^d}$ represents the asymptotic local…
In this paper we consider some non linear Hawkes processes with signed reproduction function (or memory kernel) thus exhibiting both self-excitation and inhibition. We provide a Law of Large Numbers, a Central Limit Theorem and large…
In this paper, we use the Hawkes process to model the sequence of failure, i.e., events of compressor station and conduct survival analysis on various failure events of the compressor station. However, until now, nearly all relevant…
We study the mutual regularity properties of Palm measures of point processes, and establish that a key determining factor for these properties is the rigidity-tolerance behaviour of the point process in question (for those processes that…
Student procrastination and cramming for deadlines are major challenges in online learning environments, with negative educational and well-being side effects. Modeling student activities in continuous time and predicting their next study…
* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…
The main result of this note is that the shift of the parameter by 1 in the parameter space of decomposing measures in the problem of harmonic analysis on the infinite-dimensional unitary group corresponds to the taking of the reduced Palm…
We introduce a point process regression model that is applicable to price models and limit order book models. Hawkes type autoregression in the intensity process is generalized to a stochastic regression to covariate processes. We establish…
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…
In this work, we propose to catch the complexity of the membrane potential's dynamic of a motoneuron between its spikes, taking into account the spikes from other neurons around. Our approach relies on two types of data: extracellular…
Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…
Let $X$ be a locally compact Polish space and $\sigma$ a nonatomic reference measure on $X$ (typically $X=\mathbb R^d$ and $\sigma$ is the Lebesgue measure). Let $X^2\ni(x,y)\mapsto\mathbb K(x,y)\in\mathbb C^{2\times 2}$ be a $2\times…
Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…
We analyze a non-Markovian mean field interacting spin system, related to the Curie--Weiss model. We relax the Markovianity assumption by replacing the memoryless distribution of the waiting times of a classical spin-flip dynamics with a…