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We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and…

Machine Learning · Statistics 2018-10-30 Xenia Miscouridou , François Caron , Yee Whye Teh

The contact process is a non-equilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the…

Statistical Mechanics · Physics 2025-04-15 Roberto da Silva , Eliseu Venites Filho , Henrique Almeida Fernandes , Paulo F. Gomes

Multivariate point processes are widely applied to model event-type data such as natural disasters, online message exchanges, financial transactions or neuronal spike trains. One very popular point process model in which the probability of…

Statistics Theory · Mathematics 2023-01-27 Deborah Sulem , Vincent Rivoirard , Judith Rousseau

We construct a general stochastic process and prove weak convergence results. It is scaled in space and through the parameters of its distribution. We show that our simplified scaling is equivalent to time scaling used frequently. The…

Probability · Mathematics 2011-07-01 Mine Caglar

We study the energy minimization for a particle in a quadratic well in presence of short-ranged heavy-tailed disorder, as a toy model for an elastic manifold. The discrete model is shown to be described in the scaling limit by a continuum…

Disordered Systems and Neural Networks · Physics 2014-04-23 Thomas Gueudré , Pierre Le Doussal

We introduce a class of quantum non-Markovian processes -- dubbed process trees -- that exhibit polynomially decaying temporal correlations and memory distributed across time scales. This class of processes is described by a tensor network…

Quantum Physics · Physics 2024-10-24 Neil Dowling , Kavan Modi , Roberto N. Muñoz , Sukhbinder Singh , Gregory A. L. White

We consider a nonlinear multivariate Hawkes process having a variable length memory which allows to describe the activity of a neuronal network by its membrane potential. We propose a graphical construction of the process and we construct,…

Probability · Mathematics 2022-09-20 Branda Goncalves , Paul Gresland

An analogue of the classical Mecke formula for Poisson point processes is proved for the class of space-time STIT tessellation processes. From this key identity the Markov property of a class of associated random processes is derived. This…

Probability · Mathematics 2017-11-06 Werner Nagel , Linh Ngoc Nguyen , Christoph Thaele , Viola Weiss

Rumor and information spreading are natural processes that emerge from human-to-human interaction. Mathematically, this was explored in the popular Maki-Thompson model, where a phase transition was thought to be absent. Here, we show that a…

We introduce a nonlinear modification of the classical Hawkes process, which allows inhibitory couplings between units without restrictions. The resulting system of interacting point processes provides a useful mathematical model for…

Probability · Mathematics 2009-11-03 Stefano Cardanobile , Stefan Rotter

We consider multi-class systems of interacting nonlinear Hawkes processes modeling several large families of neurons and study their mean field limits. As the total number of neurons goes to infinity we prove that the evolution within each…

Probability · Mathematics 2016-10-04 Susanne Ditlevsen , Eva Löcherbach

This article extends the autoregressive count time series model class by allowing for a model with regimes, that is, some of the parameters in the model depend on the state of an unobserved Markov chain. We develop a quasi-maximum…

Methodology · Statistics 2018-04-26 Geir D. Berentsen , Jan Bulla , Antonello Maruotti , Bård Støve

We consider a random connection model (RCM) $\xi$ driven by a Poisson process $\eta$. We derive exponential moment bounds for an arbitrary cluster, provided that the intensity $t$ of $\eta$ is below a certain critical intensity $t_T$. The…

Probability · Mathematics 2026-02-05 Mikhail Chebunin , Günter Last

We prove a central limit type theorem for critical marked Hawkes processes. We study the case where the marks are i.i.d. with nonnegative values and their common distribution is either heavy tailed or has finite variance. The kernel…

Probability · Mathematics 2026-05-05 Anna Talarczyk

We consider a random walk on a homogeneous Poisson point process with energy marks. The jump rates decay exponentially in the A-power of the jump length and depend on the energy marks via a Boltzmann--like factor. The case A=1 corresponds…

Probability · Mathematics 2015-05-14 P. Caputo , A. Faggionato , T. Prescott

Generalized evolutionary point processes offer a class of point process models that allows for either excitation or inhibition based upon the history of the process. In this regard, we propose modeling which comprises generalization of the…

Methodology · Statistics 2021-01-06 Philip A. White , Alan E. Gelfand

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…

Probability · Mathematics 2011-05-13 Ashkan Nikeghbali , Dirk Zeindler

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

The probability of default (PD) estimation is an important process for financial institutions. The difficulty of the estimation depends on the correlations between borrowers. In this paper, we introduce a hierarchical Bayesian estimation…

Statistical Finance · Quantitative Finance 2020-05-19 Masato Hisakado , Shintaro Mori
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