Related papers: Long-time asymptotics for multivariate Hawkes proc…
The long-time asymptotic behavior is studied for a long-range variant of the Emch-Radin model of interacting spins. We derive upper and lower bounds on the expectation values of a class of observables. We prove analytically that the time…
In this work we investigate the generic properties of a stochastic linear model in the regime of high-dimensionality. We consider in particular the Vector AutoRegressive model (VAR) and the multivariate Hawkes process. We analyze both…
Multivariate Hawkes processes (MHP) are a class of point processes in which events at different coordinates interact through mutual excitation. The weighted adjacency matrix of the MHP encodes the strength of the relations, and shares its…
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…
In the present work, we introduce a general class of mean-field interacting nonlinear Hawkes processes modelling the reciprocal interactions between two neuronal populations, one excitatory and one inhibitory. The model incorporates two…
Strongly long-range interacting quantum systems---those with interactions decaying as a power-law $1/r^{\alpha}$ in the distance $r$ on a $D$-dimensional lattice for $\alpha\le D$---have received significant interest in recent years. They…
We argue that chaotic power-law interacting systems have emergent limits on information propagation, analogous to relativistic light cones, which depend on the spatial dimension $d$ and the exponent $\alpha$ governing the decay of…
Traditionally, Hawkes processes are used to model time--continuous point processes with history dependence. Here we propose an extended model where the self--effects are of both excitatory and inhibitory type and follow a Gaussian Process.…
A quantum system $\s$ interacts in a successive way with elements $\ee$ of a chain of identical independent quantum subsystems. Each interaction lasts for a duration $\tau$ and is governed by a fixed coupling between $\s$ and $\ee$. We show…
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…
Quantal systems are predicted to show a change-over from exponential decay to power law decay at very long times. Although most theoretical studies predict integer power-law exponents, recent measurements by Rothe et al. of decay…
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…
A field-theoretic approach is applied to describe behavior of homogeneous three-dimensional systems with long-range interactions defined by two order parameters at bicritical and tetracritical points. Renormalization- group equations are…
We briefly review some equilibrium and nonequilibrium properties of systems with long-range interactions. Such systems, which are characterized by a potential that weakly decays at large distances, have striking properties at equilibrium,…
We use extensive numerical simulations based on matrix product state methods to study the quantum dynamics of spin chains with strong on-site disorder and power-law decaying ($1/r^\alpha$) interactions. We focus on two spin-$1/2$…
Despite being ubiquitous, out-of-equilibrium quantum systems are much less understood than systems at equilibrium. Progress in the field has benefited from a symbiotic relationship between theoretical studies and new experiments on coherent…
We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay of the cross-correlation function comes automatically with…
We consider a population of Hawkes processes modeling the activity of $N$ interacting neurons. The neurons are regularly positioned on the segment $[0,1]$, and the connectivity between neurons is given by a random possibly diluted and…
We study the asymptotic law of a network of interacting neurons when the number of neurons becomes infinite. The dynamics of the neurons is described by a set of stochastic differential equations in discrete time. The neurons interact…
Starting from the massless form factor expansion for the two-point dynamical correlation functions obtained recently, I extract the long-distance and large-time asymptotics of these correlators. The analysis yields the critical exponents…