Related papers: Spatiotemporal Hawkes processes with a graphon-ind…
We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In particular, we prove a functional central limit theorem for the…
Because of their tractability and their natural interpretations in term of market quantities, Hawkes processes are nowadays widely used in high-frequency finance. However, in practice, the statistical estimation results seem to show that…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional…
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…
In this paper, we provide upper bounds on the d2 distance between a large class of functionals of a multivariate compound Hawkes process and a given Gaussian vector. This is proven using Malliavin's calculus defined on an underlying Poisson…
A special type of geometric situation in ensembles of non-intersecting paths occurs when the non-intersecting trajectories are required to be nonnegative so that the limit shape becomes tangential to the hard-edge $0$. The local fluctuation…
Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…
Animal acoustic communication often exhibits temporal dependence, with calls triggering or suppressing subsequent calls within and across call types, individuals, or species. While Hawkes processes provide a natural framework for modeling…
We compare the space of square-summable functions on an infinite graph (denoted $\ell^2(G)$) with the space of functions of finite energy (denoted $\mathcal{H}_{\mathcal{E}}$). There is a notion of inclusion that allows $\ell^2(G)$ to be…
We estimate the general influence functions for spatio-temporal Hawkes processes using a tensor recovery approach by formulating the location dependent influence function that captures the influence of historical events as a tensor kernel.…
For a positive self-similar Markov process, X, we construct a local time for the random set, $\Theta$, of times where the process reaches its past supremum. Using this local time we describe an exit system for the excursions of X out of its…
In three dimensions, gapped phases can support "fractonic" quasiparticle excitations, which are either completely immobile or can only move within a low-dimensional submanifold, a peculiar topological phenomenon going beyond the…
The multivariate Hawkes process is a past-dependent point process used to model the relationship of event occurrences between different phenomena.Although the Hawkes process was originally introduced to describe excitation effects, which…
We prove a functional limit theorem for a pair of nearly unstable Hawkes processes coupled through a triangular cross-excitation mechanism, when the two kernels have distinct heavy-tail exponents. This heterogeneous regime produces two…
We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…
In arXiv:hep-th/0011245, in the context of domain wall backgrounds, it was shown that spontaneous breaking of diffeomorphism invariance results in gravitational Higgs mechanism. Recently in arXiv:0708.3184 't Hooft discussed gravitational…
Spatiotemporal localized and extended structures associated with a subcritical finite wavenumber Hopf bifurcation are studied in the Purwins model (a three-variable FitzHugh-Nagumo version). Steady and time-dependent numerical continuation…
We present a careful analysis of possible issues on the application of the self-excited Hawkes process to high-frequency financial data. We carefully analyze a set of effects leading to significant biases in the estimation of the…
We consider deep inelastic scattering in the 't Hooft model. Being solvable, this model allows us to directly compute the moments associated with the cross section at next-to-leading order in the 1/Q^2 expansion. We perform the same…