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math.PR2021★ 8 cited
Limit theorems for Hawkes processes including inhibition
Patrick Cattiaux, Laetitia Colombani, Manon Costa
In this paper we consider some non linear Hawkes processes with signed reproduction function (or memory kernel) thus exhibiting both self-excitation and inhibition. We provide a La…
math.PR2021
Asymptotic deviation bounds for cumulative processes
Patrick Cattiaux, Laetitia Colombani, Manon Costa
The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-rewar…