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In the last decade, Hawkes processes have received a lot of attention as good models for functional connectivity in neural spiking networks. In this paper we consider a variant of this process, the Age Dependent Hawkes process, which incorporates individual post-jump behaviour into the framework of the usual Hawkes model. This allows to model recovery properties such as refractory periods, where the effects of the network are momentarily being suppressed or altered. We show how classical stability results for Hawkes processes can be improved by introducing age into the system. In particular, we neither need to a priori bound the intensities nor to impose any conditions on the Lipschitz constants. When the interactions between neurons are of mean field type, we study large network limits and establish the propagation of chaos property of the system.
We modify ETAS models by replacing the Pareto-like kernel proposed by Ogata with a Mittag-Leffler type kernel. Provided that the kernel decays as a power law with exponent $beta + 1 in (1,2]$, this replacement has the advantage that the Laplace trans
In this paper, we provide upper bounds on the d2 distance between a large class of functionals of a multivariate compound Hawkes process and a given Gaussian vector. This is proven using Malliavins calculus defined on an underlying Poisson embedding.
Ulam has defined a history-dependent random sequence of integers by the recursion $X_{n+1}$ $= X_{U(n)}+X_{V(n)}, n geqslant r$ where $U(n)$ and $V(n)$ are independently and uniformly distributed on ${1,dots,n}$, and the initial sequence, $X_1=x_1,do
In this work, we study the event occurrences of user activities on online social network platforms. To characterize the social activity interactions among network users, we propose a network group Hawkes (NGH) process model. Particularly, the observe
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. Whereas pr