相关论文: Generating Functions and Stability Study of Multiv…

The n-point statistics of singularity strength variables for multiplicative branching processes is calculated from an analytic expression of the corresponding multivariate generating function. The key ingredient is a branching generating…

This paper discusses a special class of nonlinear Hawkes processes, where the rate function is the exponential function. We call these processes loglinear Hawkes processes. In the main theorem, we give sufficient conditions for explosion…

Predicting discrete events in time and space has many scientific applications, such as predicting hazardous earthquakes and outbreaks of infectious diseases. History-dependent spatio-temporal Hawkes processes are often used to…

We study how idiosyncratic firm-level shocks generate aggregate volatility and tail risk when they propagate through a production network under overlapping adjustment: new productivity draws arrive before the economy reaches the static…

We study diffusion-driven pattern-formation in networks of networks, a class of multilayer systems, where different layers have the same topology, but different internal dynamics. Agents are assumed to disperse within a layer by undergoing…

We introduce and analyze several variants of a system of differential equations which model the dynamics of social outbursts, such as riots. The systems involve the coupling of an explicit variable representing the intensity of rioting…

Multistability, the coexistence of multiple attractors in a dynamical system, is explored in bursting nerve cells. A modeling study is performed to show that a large class of bursting systems, as defined by a shared topology when…

Evolutionary game theory has been successfully used to investigate the dynamics of systems, in which many entities have competitive interactions. From a physics point of view, it is interesting to study conditions under which a coordination…

Hawkes processes are point process models that have been used to capture self-excitatory behavior in social interactions, neural activity, earthquakes and viral epidemics. They can model the occurrence of the times and locations of events.…

A naive model of many networked logistic maps with an excitation type coupling [Neural Networks, vol. 20, 102--108 (2007)], which is an extension of other low dimensional models, has been recently proposed to mimic the waking-sleeping…

Self-exciting Hawkes processes are used to model events which cluster in time and space, and have been widely studied in seismology under the name of the Epidemic Type Aftershock Sequence (ETAS) model. In the ETAS framework, the occurrence…

The spontaneous generation of electrical activity underpins a number of essential physiological processes, and is observed even in tissues where specialized pacemaker cells have not been identified. The emergence of periodic oscillations in…

We continue the work of a series of previous studies of a mathematical model that describes the mean-field limit behavior of a homogeneous network of excitatory point spiking neurons. Contrary to other models, here noise is intrinsic to the…

This work focuses on a self-exciting point process defined by a Hawkes-like intensity and a switching mechanism based on a hidden Markov chain. Previous works in such a setting assume constant intensities between consecutive events. We…

Crowdfunding is a powerful tool for individuals or organizations seeking financial support from a vast audience. Despite widespread adoption, managers often lack information about dynamics of their platforms. Hawkes processes have been used…

There is a commonality among contagious diseases, tweets, urban crimes, nuclear reactions, and neuronal firings that past events facilitate the future occurrence of events. The spread of events has been extensively studied such that the…

We present consensus analysis of systems with single integrator dynamics interacting via time-varying graphs under the event-triggered control paradigm. Event-triggered control sparsifies the control applied, thus reducing the control…

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…

Hypergraphs naturally represent higher-order interactions, which persistently appear from social interactions to neural networks and other natural systems. Although their importance is well recognized, a theoretical framework to describe…

The Hawkes process is a versatile stochastic model for point patterns that exhibit self-excitation, that is, the property that an event occurrence increases the rate of occurrence for some period of time in the future. We present a Bayesian…