Stability for Hawkes processes with inhibition

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

Dokumenter

  • Mads Bonde Raad
  • Eva Locherbach
We consider a multivariate non-linear Hawkes process in a multi-class setup where particles are organised within two populations of possibly different sizes, such that one of the populations acts excitatory on the system while the other population acts inhibitory on the system. The goal of this note is to present a class of Hawkes Processes with stable dynamics without assumptions on the spectral radius of the associated weight function matrix. This illustrates how inhibition in a Hawkes system significantly affects the stability properties of the system.
OriginalsprogEngelsk
Artikelnummer33
TidsskriftElectronic Communications in Probability
Vol/bind25
Sider (fra-til)1-9
DOI
StatusUdgivet - 2020

Antal downloads er baseret på statistik fra Google Scholar og www.ku.dk


Ingen data tilgængelig

ID: 242416961