Related papers: Long-time asymptotics for multivariate Hawkes proc…
The process of relaxation of a system of particles interacting with long-range forces is relevant to many areas of Physics. For obvious reasons, in Stellar Dynamics much attention has been paid to the case of 1/r^2 force law. However,…
Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, neuroscience, social networks, criminology, seismology, and many other fields. In this…
Quadratic Hawkes (QHawkes) processes have proved effective at reproducing the statistics of price changes, capturing many of the stylised facts of financial markets. Motivated by the recently reported strong occurrence of endogenous…
We study periodically driven closed systems with a long-ranged Hamiltonian by considering a generalized Kitaev chain with pairing terms which decay with distance as a power law characterized by exponent $\alpha$. Starting from an initial…
The non-equilibrium response of a quantum many-body system defines its fundamental transport properties and how initially localized quantum information spreads. However, for long-range-interacting quantum systems little is known. We address…
Spatial scale separation often leads to sharp interfaces that can be fully localized pulses or transition layer fronts connecting different states. This paper concerns the asymptotic interaction laws of pulses and fronts in the so-called…
In this paper, we investigate the asymptotic behavior of nearly unstable Hawkes processes whose regression kernel has $L^1$ norm strictly greater than one and close to one as time goes to infinity. We find that,the scaling size determines…
Multivariate processes with long-range dependence properties can be encountered in many fields of application. Two fundamental characteristics in such frameworks are long-range dependence parameters and correlations between component time…
Hawkes processes have recently gained increasing attention from the machine learning community for their versatility in modeling event sequence data. While they have a rich history going back decades, some of their properties, such as…
The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random…
In this work, we are interested in a detailed qualitative analysis of the Kawahara equation, a model that has numerous physical motivations such as magneto-acoustic waves in a cold plasma and gravity waves on the surface of a heavy liquid.…
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…
We derive amplitude equations for interface dynamics in pattern forming systems with long-range interactions. The basic condition for the applicability of the method developed here is that the bulk equations are linear and solvable by…
Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…
We study the heating time in periodically driven $D$-dimensional systems with interactions that decay with the distance $r$ as a power-law $1/r^\alpha$. Using linear response theory, we show that the heating time is exponentially long as a…
A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…
We study the asymptotic behavior of wavelet coefficients of random processes with long memory. These processes may be stationary or not and are obtained as the output of non--linear filter with Gaussian input. The wavelet coefficients that…
Considering the interactions of two arbitrary particles, we obtain an internal energy expression of the complex system having long-range interactions. Based on the postulate of "equal-probability principle" for all microstates, the…
We prove a functional limit theorem for the rescaled occupation time fluctuations of a $(d,\alpha,\beta)$-branching particle system [particles moving in $\mathbb {R}^d$ according to a symmetric $\alpha$-stable L\'{e}vy process, branching…
This paper surveys Abelian and Tauberian theorems for long-range dependent random fields. We describe a framework for asymptotic behaviour of covariance functions or variances of averaged functionals of random fields at infinity and…