Hawkes processes with variable length memory and an infinite number of components

DOI10.1017/apr.2016.80zbMath1425.60048arXiv1410.5235OpenAlexW2963279855WikidataQ98839687 ScholiaQ98839687MaRDI QIDQ5233160

P. Hodara, Eva Löcherbach

Publication date: 16 September 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.5235

zbMATH Keywords

point processperfect simulationKalikow-type decompositionmultivariate Hawkes processbiological neural net

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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