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math.PR2025
Delayed Hawkes birth-death processes
Justin Baars, Roger J. A. Laeven, Michel Mandjes
We introduce, and formally establish, a variant of the Hawkes-fed birth-death process -- the delayed Hawkes birth-death process -- in which the conditional intensity does not incre…
math.PR2024
Spatiotemporal Hawkes processes with a graphon-induced connectivity structure
Justin Baars, Roger J. A. Laeven, Michel Mandjes
We introduce a spatiotemporal self-exciting point process , boundedly finite both over time and space , with excitation structure determined by a…