9 citations · 18 across the 3 of their papers we have counts for
3 papers
math.PR2012★ 6 cited
Limit Theorems for Marked Hawkes Processes with Application to a Risk Model
Dmytro Karabash, Lingjiong Zhu
This paper focuses on limit theorems for linear Hawkes processes with random marks. We prove a large deviation principle, which answers the question raised by Bordenave and Torrisi…
math.PR2012★ 9 cited
On Stability of Hawkes Process
Dmytro Karabash
Existence and stability properties are studied for Hawkes process, i.e. point process that has long-memory and intensity . T…
math.GT2007★ 3 cited
A Modification of the Sarkar-Wang Algorithm and an Analysis of its Computational Complexity
Jonathan Hales, Dmytro Karabash, Michael T. Lock
The Sarkar-Wang algorithm computes the hat version of the Heegaard Floer homology of a closed oriented three manifold. This paper analyzes the computational complexity of the Sarka…