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math.PR2019
Functional Limit Theorems for Marked Hawkes Point Measures
Ulrich Horst, Wei Xu
This paper establishes a functional law of large numbers and a functional central limit theorem for marked Hawkes point measures and their corresponding shot noise processes. We pr…
math.NA2019
A new data fitting method for stretched Gaussian noise: stretched least square method
Wei Xu, Yingjie Liang, Wen Chen
Stretched Gaussian distribution is the fundamental solution of the Hausdorff derivative diffusion equation and its corresponding stretched Gaussian noise is a widely encountered no…