11 citations · 16 across the 7 of their papers we have counts for
5 papers · 1 filter
Functional limiting behaviour of non-stationary marked Hawkes processes under multi-scaling high-intensity regime
Ankita Sen, Dharmaraja Selvamuthu, N. Selvaraju
This paper studies the non-stationary marked Hawkes processes in which the base intensity function is time-dependent and the kernel function is governed by an external random facto…
Asymptotic Analysis of Discrete-Time Hawkes Process
Utpal Jyoti Deba Sarma, Dharmaraja Selvamuthu
In a discrete-time setting, we consider an arrival process , which models the occurrence of events, and a corresponding point p…
Convergences for a Virus-like Evolving Population driven by Mutually-exciting Hawkes Processes
Rahul Roy, Dharmaraja Selvamuthu, Paola Tardelli
This paper presents a stochastic model motivated by the study of a virus-like evolving population with different mutation rates. This is a continuous time birth-death model: the bi…
Study of discrete-time Hawkes process and its compensator
Utpal Jyoti Deba Sarma, Dharmaraja Selvamuthu
The discrete-time Hawkes process (DTHP) is a sub-class of -functions that serves as a discrete-time version of the continuous-time Hawkes process (CTHP). Like the CTHP, the DTHP…
Infinite-server System with Hawkes Arrivals and Hawkes Services
Dharmaraja Selvamuthu, Paola Tardelli
This paper is devoted to the study of the number of customers in infinite-server systems driven by Hawkes processes. In these systems, the self-exciting arrival process is assumed…