Výsledky vyhledávání - "Eva Löcherbach"

Autor: Branda Goncalves, Thierry Huillet, Eva Löcherbach

Publikováno v: Advances in Applied Probability. 55:444-472

We consider continuous space–time decay–surge population models, which are semi-stochastic processes for which deterministically declining populations, bound to fade away, are reinvigorated at random times by bursts or surges of random sizes. In

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b363c2cd76c701c98642ef03207a0aad
https://doi.org/10.1017/apr.2022.30

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White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps

Autor: Xavier Erny, Eva Löcherbach, Dasha Loukianova

Publikováno v: Probability Theory and Related Fields
Probability Theory and Related Fields, 2022, ⟨10.1007/s00440-022-01139-8⟩

We study the convergence of $N-$particle systems described by SDEs driven by Brownian motion and Poisson random measure, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its posi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c1aea9a8344e67aa27a95ebc74725d4
https://hal.science/hal-03161351

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Limites en champ moyen de processus de Hawkes en interaction, en régime diffusif

Autor: Dasha Loukianova, Eva Löcherbach, Xavier Erny

Publikováno v: Bernoulli
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2022, 28 (1)
Bernoulli, 2022, 28 (1)

International audience; We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent P

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36600e6475fc7c8b28bfe40c059f0dff
https://hal.archives-ouvertes.fr/hal-02096662

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Convergence to Equilibrium for Time-Inhomogeneous Jump Diffusions with State-Dependent Jump Intensity

Autor: Eva Löcherbach

Publikováno v: Journal of Theoretical Probability. 33:2280-2314

We consider a time-inhomogeneous Markov process $$X = (X_t)_t$$ with jumps having state-dependent jump intensity, with values in $${\mathbb {R}}^d , $$ and we are interested in its longtime behavior. The infinitesimal generator of the process is give

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0392094a1ba777b23deb5d1813bbbed6
https://doi.org/10.1007/s10959-019-00947-4

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Elektronická kniha

Probabilistic Spiking Neuronal Nets : Neuromathematics for the Computer Era

Autor: Antonio Galves, Eva Löcherbach, Christophe Pouzat

This book provides a self-contained introduction to a new class of stochastic models for systems of spiking neurons. These systems have a large number of interacting components, each one evolving as a stochastic process with a memory of variable leng

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Propagation du chaos conditionnelle pour des systèmes de neurones en interaction en champ moyen

Autor: Dasha Loukianova, Eva Löcherbach, Xavier Erny

Publikováno v: Electronic Journal of Probability. 26

We study the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and L\"ocherbach (2016) in a diffusive scaling. The system consists of $N$ neurons, each spiking randomly with rate depending on its membrane po

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::20094b0f3360ac9f146f3df009779d6f
https://doi.org/10.1214/21-ejp580

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Stability and mean-field limits of age dependent Hawkes processes

Autor: Eva Löcherbach, Susanne Ditlevsen, Mads Bonde Raad

Publikováno v: Raad, M B, Ditlevsen, S & Löcherbach, E 2020, ' Stability and mean-field limits of age dependent Hawkes processes ', Annales de l'institut Henri Poincare (B) Probability and Statistics, vol. 56, no. 3, pp. 1958-1990 . https://doi.org/10.1214/19-AIHP1023
Ann. Inst. H. Poincaré Probab. Statist. 56, no. 3 (2020), 1958-1990

Depuis la derniere decennie il s’est avere que la classe des processus de Hawkes fournit un bon modele pour decrire la connectivite fonctionnelle dans un reseau de neurones. Dans cet article nous etudions une variante de ce processus, le processus

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94989d10114f08d655390eba9796a355
https://doi.org/10.1214/19-aihp1023

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On population growth with catastrophes

Autor: Branda Goncalves, Thierry Huillet, Eva Löcherbach

In this paper we study a particular class of Piecewise deterministic Markov processes (PDMP's) which are semi-stochastic catastrophe versions of deterministic population growth models. In between successive jumps the process follows a flow describing

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79812fe1c639dc46fc4a0375916161a6
http://arxiv.org/abs/2007.03277

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Stability for Hawkes processes with inhibition

Autor: Mads Bonde Raad, Eva Löcherbach

Publikováno v: Electron. Commun. Probab.
Raad, M B & Locherbach, E 2020, ' Stability for Hawkes processes with inhibition ', Electronic Communications in Probability, vol. 25, 33, pp. 1-9 . https://doi.org/10.1214/20-ECP312

We consider a multivariate non-linear Hawkes process in a multi-class setup where particles are organised within two populations of possibly different sizes, such that one of the populations acts excitatory on the system while the other population ac

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0d51ae2ddde86850d5a576f1326c49f
https://projecteuclid.org/euclid.ecp/1588039621

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Phase Transition for Infinite Systems of Spiking Neurons

Autor: Antonio Galves, Ilie Grigorescu, Eva Löcherbach, Pablo A. Ferrari

Publikováno v: Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP
CONICET Digital (CONICET)
Consejo Nacional de Investigaciones Científicas y Técnicas
instacron:CONICET

We prove the existence of a phase transition for a stochastic model of interacting neurons. The spiking activity of each neuron is represented by a point process having rate 1 whenever its membrane potential is larger than a threshold value. This mem

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5c46d954247b36850269e791beed5bb7
https://doi.org/10.1007/s10955-018-2118-6

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