19 citations
- Centre de Recherche en Mathématiques de la DécisionFR6 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Université Paris Sciences et LettresFR2 papers
- Aix-Marseille UniversitéFR1 paper
- California Southern UniversityUS1 paper
- Capital Fund Management (France)FR1 paper
- ETH ZurichCH1 paper
- Evangelische Hochschule BerlinDE1 paper
- Federico Santa María Technical UniversityCL1 paper
- GIPSA-LabFR1 paper
- Gran Sasso Science InstituteIT1 paper
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR1 paper
Showing math.PRShow all
2 papers · 1 filter
math.PR2026
Exponential Tail Estimates for Multitype Poisson Branching Processes and Application to Hawkes Processes
Théo Leblanc
We establish exponential moment bounds for linear functionals of the total progeny of multitype Poisson Bienaymé-Galton-Watson trees. Our estimates are explicitly characterized in…
math.PR2026
Hawkes autoregressive processes: a new model for multiscale and heterogeneous processes
Théo Leblanc
Both Hawkes processes and autoregressive processes rely on linear functionals of their past, while modeling different types of data. Since datasets arising from observations of the…