3 papers
math.PR2026
Limit theorems for non linear (compound marked) Hawkes processes
Benjamin Massat
In this article, we fill a gap in the literature on Hawkes processes. In particular, we derive a CLT for a non linear compound marked Hawkes process. We also provide an upper bound…
math.PR2025
Quantification of limit theorems for Hawkes processes
Laure Coutin, Benjamin Massat, Anthony Réveillac
In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergen…
math.PR2025
Normal approximation of Functionals of Point Processes: Application to Hawkes Processes
Laure Coutin, Benjamin Massat, Anthony Réveillac
In this paper, we derive an explicit upper bound for the Wasserstein distance between a functional of point processes and a Gaussian distribution. Using Stein's method in conjuncti…