3 papers
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…
math.PR2025
Exponential moments for Hawkes processes under minimal assumptions
Théo Leblanc
We prove that the number of points of a stationary linear Hawkes process lying in any bounded subset of the real line has exponential moments, without any other assumption than the…