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math.PR2026
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…
math.PR2026
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…
math.PR2024
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…