相关论文: Delayed Hawkes birth-death processes

Most point process models for earthquakes currently in the literature assume the magnitude distribution is i.i.d. potentially hindering the ability of the model to describe the main features of data sets containing multiple earthquake…

Hamiltonian systems, when coupled {\it via} time--delayed interactions, do not remain conservative. In the uncoupled system, the motion can typically be periodic, quasiperiodic or chaotic. This changes drastically when delay coupling is…

We study a Markov birth-and-death process on a space of locally finite configurations, which describes an ecological model with a density dependent fecundity regulation mechanism. We establish existence and uniqueness of this process and…

Hawkes Processes are a type of point process which models self-excitement among time events. It has been used in a myriad of applications, ranging from finance and earthquakes to crime rates and social network activity analysis.Recently, a…

Phase transitions (PTs) are generally classified into second-order and first-order transitions, each exhibiting different intrinsic properties. For instance, a first-order transition exhibits latent heat and hysteresis when a control…

We prove regenerative properties for the linear Hawkes process under minimal assumptions on the transfer function, which may have unbounded support. These results are applicable to sliding window statistical estimators. We exploit…

The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…

In recent years, mining the knowledge from asynchronous sequences by Hawkes process is a subject worthy of continued attention, and Hawkes processes based on the neural network have gradually become the most hotly researched fields,…

Detecting rare events, those defined to give rise to high impact but have a low probability of occurring, is a challenge in a number of domains including meteorological, environmental, financial and economic. The use of machine learning to…

In this paper we develop the first perfect sampling algorithm for queues with Hawkes input, i.e. single-server queues with Hawkes arrivals and i.i.d. service times of general distribution. In addition to the stability condition, we also…

We provide upper bounds on the end-to-end backlog and delay in a network with heavy-tailed and self-similar traffic. The analysis follows a network calculus approach where traffic is characterized by envelope functions and service is…

The Hawkes model is a past-dependent point process, widely used in various fields for modeling temporal clustering of events. Extending this framework, the multidimensional marked Hawkes process incorporates multiple interacting event types…

In spatially distributed cellular systems, it is often convenient to represent complicated auxiliary pathways and spatial transport by time-delayed reaction rates. Furthermore, many of the reactants appear in low numbers necessitating a…

Clustering is a fundamental problem, aiming to partition a set of elements, like agents or data points, into clusters such that elements in the same cluster are closer to each other than to those in other clusters. In this paper, we present…

In this paper, we develop an efficient nonparametric Bayesian estimation of the kernel function of Hawkes processes. The non-parametric Bayesian approach is important because it provides flexible Hawkes kernels and quantifies their…

Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate…

The stationarity is assumed in vanilla Hawkes process, which reduces the model complexity but introduces a strong assumption. In this paper, we propose a fast multi-resolution segmentation algorithm to capture the time-varying…

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

In this note, analysis of time delay systems using Lambert W function approach is reassessed. A common canonical form of time delay systems is defined. We extended the recent results of [6] for second order into nth order system. The…

The order flow in high-frequency financial markets has been of particular research interest in recent years, as it provides insights into trading and order execution strategies and leads to better understanding of the supply-demand…