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Process-Level Large Deviations for Nonlinear Hawkes Point Processes by Zhu, Lingjiong is a scholarly article available to read on EtoBox.

What is Process-Level Large Deviations for Nonlinear Hawkes Point Processes about?

In this paper, we prove a process-level, also known as level-3 large deviation principle for a very general class of simple point processes, i.e. nonlinear Hawkes process, with a rate function given by the process-level entropy, which has an explicit formula.

Author

Zhu, Lingjiong

Published

2011

Language

EN