Large deviations of Poisson cluster processes

Details Large deviations of Poisson cluster processes Large deviations of Poisson cluster processes

2007-04-11

arxiv.org/abs/0704.1463v1

Mathematics

Probability

25 pages

Scientific paper

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.

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