Stability and mean-field limits of age dependent Hawkes processes

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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 behavior 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.

Original languageEnglish
JournalAnnales de l'institut Henri Poincare (B) Probability and Statistics
Volume56
Issue number3
Pages (from-to)1958-1990
Number of pages33
ISSN0246-0203
DOIs
Publication statusPublished - 2020

    Research areas

  • Age dependency, Coupling, Mean-field approximations, Multivariate nonlinear Hawkes processes, Multivariate point processes, Piecewise deterministic Markov processes, Stability

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