Large deviations of Poisson cluster processes

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

In this paper we prove scalar and sample path large deviation principles for a large class of Poisson cluster processes. As a consequence, we provide a large deviation principle for ergodic Hawkes point processes.
25 pages

Keywords

Probability, 60F10 ; 60G55

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/127217

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0704.1463
 http://arxiv.org/abs/0704.1463

Collections

arXiv