Fluctuations for mean-field interacting age-dependent Hawkes processes

DOI10.1214/17-EJP63zbMath1364.60062arXiv1611.02008WikidataQ105584303 ScholiaQ105584303MaRDI QIDQ2627866

Julien Chevallier

Publication date: 1 June 2017

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.02008

zbMATH Keywords

neural networkcentral limit theoremstochastic partial differential equationinteracting particle systemsHawkes process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Neural networks for/in biological studies, artificial life and related topics (92B20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (10)

Interacting Hawkes processes with multiplicative inhibition ⋮ A new class of multivariate counting processes and its characterization ⋮ Gaussian fluctuations for interacting particle systems with singular kernels ⋮ Fluctuations for spatially extended Hawkes processes ⋮ On a Finite-Size Neuronal Population Equation ⋮ Unnamed Item ⋮ Fluctuation limits for mean-field interacting nonlinear Hawkes processes ⋮ Mean field analysis of neural networks: a central limit theorem ⋮ Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime ⋮ Mean-field limits for non-linear Hawkes processes with excitation and inhibition

This page was built for publication: Fluctuations for mean-field interacting age-dependent Hawkes processes