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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…

Applications · Statistics 2023-06-01 Trinnhallen Brisley , Gordon Ross , Daniel Paulin , Jake Easto

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…

Probability · Mathematics 2020-04-30 Tomasz R. Bielecki , Jacek Jakubowski , Mariusz Nieweglowski

What if supersymmetry is not something to be hidden, but something to be reached? We introduce the Supersymmetric Horizon Stabilization (SHS): a conceptually unified and analytically controlled framework for embedding metastable de Sitter…

High Energy Physics - Theory · Physics 2025-09-18 Sermet Çağan , Omer Guleryuz , Cemal Berfu Senisik

We study a multivariate, non-linear Hawkes process $Z^N$ on the complete graph with $N$ nodes. Each vertex is either excitatory (probability $p$) or inhibitory (probability $1-p$). We take the mean-field limit of $Z^N$, leading to a…

Probability · Mathematics 2021-10-14 Peter Pfaffelhuber , Stefan Rotter , Jakob Stiefel

This paper establishes finite-time splash singularity formation for 3D viscous incompressible neo-Hookean elastodynamics with free boundaries. The system features mixed stress-kinematic conditions where viscous-elastic stresses balance…

Analysis of PDEs · Mathematics 2026-05-26 Wei Zhang , Chengchun Hao , Jie Fu

Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these applications, we introduce a new class of multivariate…

Statistics Theory · Mathematics 2025-12-02 Maya Sadeler Perrin , Anna Bonnet , Charlotte Dion-Blanc , Adeline Samson

In this paper we study the large time asymptotic behavior of (energy) conservative solutions to the Hunter-Saxton equation in a generalized framework that consists of the evolutions of solution and its energy measure. We describe the large…

Analysis of PDEs · Mathematics 2022-08-23 Yu Gao , Hao Liu , Tak Kwong Wong

In this paper, we present extraordinary algebraic and geometrical structures for the Hunter-Saxton equation: infinitely many commuting and non-commuting $x,t$-independent higher order symmetries and conserved densities. Using a recursive…

Exactly Solvable and Integrable Systems · Physics 2015-05-19 Jing Ping Wang

An asymptotically AdS geometry connecting two or more boundaries is given by a entangled state, that can be expanded in the product basis of the Hilbert spaces of each CFT living on the boundaries. We derive a prescription to compute this…

High Energy Physics - Theory · Physics 2023-08-16 Marcelo Botta Cantcheff

Aggressive behavior in autistic inpatient youth often arises in temporally clustered bursts complicating efforts to distinguish external triggers from internal escalation. The sample population branching factor-the expected number of new…

Predicting irregularly spaced event sequences with discrete marks poses significant challenges due to the complex, asynchronous dependencies embedded within continuous-time data streams.Existing sequential approaches capture dependencies…

Machine Learning · Computer Science 2026-03-13 Yuxiang Liu , Qiao Liu , Tong Luo , Yanglei Gan , Peng He , Yao LIu

An extension of the Hawkes model where the productivity is variable is considered. In particular, the case is considered where each point may have its own productivity and a simple analytic formula is derived for the maximum likelihood…

Applications · Statistics 2020-03-20 Frederic Paik Schoenberg

We consider oscillatory systems of interacting Hawkes processes introduced in Ditlevsen and Loecherbach (2017) to model multi-class systems of interacting neurons together with the diffusion approximations of their intensity processes. This…

Probability · Mathematics 2017-09-28 Eva Löcherbach

To study gapped phases of $4$d gauge theories, we introduce the temporal gauging of $\mathbb{Z}_N$ $1$-form symmetry in $4$d quantum field theories (QFTs), thereby defining effective $3$d QFTs with $\widetilde{\mathbb{Z}}_N\times…

High Energy Physics - Theory · Physics 2023-08-07 Mendel Nguyen , Yuya Tanizaki , Mithat Ünsal

Constraint based causal structure learning for point processes require empirical tests of local independence. Existing tests require strong model assumptions, e.g. that the true data generating model is a Hawkes process with no latent…

Methodology · Statistics 2021-10-26 Nikolaj Thams , Niels Richard Hansen

The superposition of temporal point processes has been studied for many years, although the usefulness of such models for practical applications has not be fully developed. We investigate superposed Hawkes process as an important class of…

Machine Learning · Statistics 2018-02-15 Hongteng Xu , Dixin Luo , Xu Chen , Lawrence Carin

Conditioning a multitype Galton-Watson process to stay alive into the indefinite future leads to what is known as its associated $Q$-process. We show that the same holds true if the process is conditioned to reach a positive threshold or a…

Probability · Mathematics 2016-03-09 Sophie Pénisson

We investigate a non-Poissonian version of the asymmetric simple exclusion process, motivated by the observation that coarse-graining the interactions between particles in complex systems generically leads to a stochastic process with a…

Statistical Mechanics · Physics 2015-05-26 R. J. Concannon , R. A. Blythe

We classify all subsets $S$ of the projective Hilbert space with the following property: for every point $\pm s_0\in S$, the spherical projection of $S\backslash\{\pm s_0\}$ to the hyperplane orthogonal to $\pm s_0$ is isometric to…

Probability · Mathematics 2018-11-27 Zakhar Kabluchko

This study considers a new multi-term urn process that has a correlation in the same term and temporal correlation. The objective is to clarify the relationship between the urn model and the Hawkes process. Correlation in the same term is…

Statistical Mechanics · Physics 2022-09-14 Masato Hisakado , Kodai Hattori , Shintaro Mori