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cond-mat.stat-mech2021★ 5 cited
From the multi-terms urn model to the self-exciting negative binomial distribution and Hawkes processes
Masato Hisakado, Kodai Hattori, Shintaro Mori
This study considers a new multi-term urn process that has a correlation in the same term and temporal correlation. The objective is to clarify the relationship between the urn mod…
cond-mat.stat-mech2021★ 1 cited
Pólya urn with memory kernel and asymptotic behaviours of autocorrelation function
Shintaro Mori, Masato Hisakado, Kazuaki Nakayama
Pólya urn is a stochastic process in which balls are randomly drawn from an urn of red and blue balls, and balls of the same color as the drawn balls are added. The probability of…