지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
초록· 키워드
오류제보하기
Hawkes process is a self-exciting simple point process with clustering effect whose jump rate depends on its entire past history. We consider Hawkes processes with uniform immigrants which is a special case of the Hawkes processes with renewal immigrants. We study the limit theorems for Hawkes processes with uniform immigrants. In particular, we obtain a law of large number, a central limit theorem, and a large deviation principle.
목차
등록된 정보가 없습니다.
참고문헌 (28)
참고문헌 신청
E. Bacry / 2013 / Some limit theorems for Hawkes processes and application to financial statistics / Stochastic Process. Appl 123(7):2475~2499
C. Bordenave / 2007 / Large deviations of Poisson cluster processes / Stoch. Models 23(4):593~625
P. Bremaud / 1996 / Stability of nonlinear Hawkes processes / Ann. Probab 24(3):1563~1588
D. J. Daley / 2003 / An Introduction to the Theory of Point Processes. Vol. I / Springer-Verlag
A. Dassios / 2011 / A dynamic contagion process / Adv. in Appl. Probab 43(3):814~846
C. Bordenave / 2007 / Large deviations of Poisson cluster processes / Stoch. Models 23(4):593~625
P. Bremaud / 1996 / Stability of nonlinear Hawkes processes / Ann. Probab 24(3):1563~1588
D. J. Daley / 2003 / An Introduction to the Theory of Point Processes. Vol. I / Springer-Verlag
A. Dassios / 2011 / A dynamic contagion process / Adv. in Appl. Probab 43(3):814~846
함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
Asymptotics for an extended inverse Markovian Hawkes process
대한수학회지
2021 .01
-
On the Transmission of Jumps among Asian Major Currency Exchange Rates
Journal of The Korean Data Analysis Society
2016 .01
-
ON BASIC ANALOGUE OF CLASSICAL SUMMATION THEOREMS DUE TO ANDREWS
호남수학학술지
2016 .01
-
A Different Perspective on the P-value Problem with Big Data
Quantitative Bio-Science
2020 .05
-
Fixed point theorems in fuzzy metric spaces for mappings with some contractive type conditions
한국수학논문집
2018 .01
-
일본 명치전기(明治前期) 경찰복 연구
복식
2015 .06
-
A REMARK ON L2 EXTENSION THEOREMS
대한수학회보
2021 .09
-
한국적 유니폼의 세계화를 위한 활용 방안에 대한 연구
복식
2017 .06
-
ON APPLICATIONS OF MULTIDIMENSIONAL FIXED POINT THEOREMS
Nonlinear Functional Analysis and Applications
2018 .09
-
A Study on Housing of Multi-cultural Family with Ecological Perspective : focused on marriage immigrants from Southeast Asian countries
한국주거학회 학술대회논문집
2015 .04
-
A Study on Housing of Multi-cultural Family with Ecological Perspective : focused on marriage immigrants from Southeast Asian countries
한국주거학회 국제학술대회논문집
2015 .04
-
Weyl Type Theorems for Unbounded Hyponormal Operators
Kyungpook Mathematical Journal
2015 .01
-
FIXED POINT THEOREMS FOR DIGITAL IMAGES
호남수학학술지
2015 .01
-
한국 대학 교복 변천에 대한 연구: 서울대학교를 중심으로
복식
2020 .04
-
국내 여중생을 위한 교복 디자인 및 패턴 개발
패션 비즈니스
2018 .01
-
Pascal's hexagon theorem reproved by elementary tools only
대한수학회논문집
2022 .10
-
미용산업고용주의 다문화이주여성에 대한 고용 연구
한국지역사회생활과학회지
2015 .05
-
$\pi$ and other formulae implied by hypergeometric summation theorems
대한수학회논문집
2015 .01
-
An Empirical Examination of Consumption Effects by Immigrant Skill Group
Journal of The Korean Data Analysis Society
2017 .01
-
BOUNDED CONVERGENCE THEOREMS
대한수학회지
2017 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0