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pro vyhledávání: '"Pace, Tristan"'
Autor:
Pace, Tristan, Zitkovic, Gordan
We consider a sequence of Hawkes processes whose excitation measures may depend on the generation, and study its scaling limits in the near-unstable limiting regime. The limiting random measures, characterized via a nonlinear convolutional equation,
Externí odkaz:
http://arxiv.org/abs/2412.15999
