Large deviations of Poisson cluster processes

Simple item page
dc.creatorBordenave, Charles
dc.creatorTorrisi, Giovanni Luca
dc.date2007-04-11
dc.date.accessioned2026-07-07T07:56:11Z
dc.date.available2026-07-07T07:56:11Z
dc.descriptionIn 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.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/0704.1463
dc.identifierhttp://arxiv.org/abs/0704.1463
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/127217
dc.subjectProbability
dc.subject60F10 ; 60G55
dc.titleLarge deviations of Poisson cluster processes
dc.typetext

Files

Collections

arXiv