3 papers
math.PR2026
Large time behavior of critical marked Hawkes processes with heavy tailed marks and related branching particle systems
Anna Talarczyk
We study large time behavior of critical marked Hawkes processes and related branching particle systems. In case of marked Hawkes processes we assume that the kernel function has m…
math.PR2026
A generalized central limit theorem for critical marked Hawkes processes
Anna Talarczyk
We prove a central limit type theorem for critical marked Hawkes processes. We study the case where the marks are i.i.d. with nonnegative values and their common distribution is ei…
math.PR2024
On small deviations of Gaussian multiplicative chaos with a strictly logarithmic covariance on Euclidean ball
Anna Talarczyk, Maciej WiÅniewolski
Recognizing the regime of positive definiteness for a strictly logarithmic covariance kernel, we prove that the small deviations of a related Gaussian multiplicative chaos (GMC) $M…