Schmutz, Valentin Mean-field limit of age and leaky memory dependent Hawkes processes. (English) Zbl 07527290 Stochastic Processes Appl. 149, 39-59 (2022). MSC: 60F05 35F15 35F20 60G55 92B20 PDF BibTeX XML Cite \textit{V. Schmutz}, Stochastic Processes Appl. 149, 39--59 (2022; Zbl 07527290) Full Text: DOI OpenURL
Wehbe, Diala; Wicker, Nicolas Convergence details about \(k\)-DPP Monte-Carlo sampling for large graphs. (English) Zbl 07523480 Sankhyā, Ser. B 84, No. 1, 188-203 (2022). MSC: 05C50 60G55 68T05 PDF BibTeX XML Cite \textit{D. Wehbe} and \textit{N. Wicker}, Sankhyā, Ser. B 84, No. 1, 188--203 (2022; Zbl 07523480) Full Text: DOI OpenURL
Kataria, Kuldeep Kumar; Khandakar, Mostafizar Time-changed space-time fractional Poisson process. (English) Zbl 07523355 Stochastic Anal. Appl. 40, No. 2, 246-267 (2022). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Stochastic Anal. Appl. 40, No. 2, 246--267 (2022; Zbl 07523355) Full Text: DOI OpenURL
Dyszewski, Piotr; Gantert, Nina; Johnston, Samuel G. G.; Prochno, Joscha; Schmid, Dominik Sharp concentration for the largest and smallest fragment in a \(k\)-regular self-similar fragmentation. (English) Zbl 07523056 Ann. Probab. 50, No. 3, 1173-1203 (2022). MSC: 60G55 60J27 60J80 PDF BibTeX XML Cite \textit{P. Dyszewski} et al., Ann. Probab. 50, No. 3, 1173--1203 (2022; Zbl 07523056) Full Text: DOI OpenURL
Beffara, Vincent; Chhita, Sunil; Johansson, Kurt Local geometry of the rough-smooth interface in the two-periodic Aztec diamond. (English) Zbl 07522867 Ann. Appl. Probab. 32, No. 2, 974-1017 (2022). MSC: 60G55 82B20 60K35 PDF BibTeX XML Cite \textit{V. Beffara} et al., Ann. Appl. Probab. 32, No. 2, 974--1017 (2022; Zbl 07522867) Full Text: DOI OpenURL
Baxendale, Peter; Wong, Ting-Kam Leonard Random concave functions. (English) Zbl 07522863 Ann. Appl. Probab. 32, No. 2, 812-852 (2022). MSC: 28-XX 26Bxx 60D05 60G55 62P05 62G99 PDF BibTeX XML Cite \textit{P. Baxendale} and \textit{T.-K. L. Wong}, Ann. Appl. Probab. 32, No. 2, 812--852 (2022; Zbl 07522863) Full Text: DOI OpenURL
Morariu-Patrichi, Maxime; Pakkanen, Mikko S. State-dependent Hawkes processes and their application to limit order book modelling. (English) Zbl 07518204 Quant. Finance 22, No. 3, 563-583 (2022). MSC: 91G15 60G55 PDF BibTeX XML Cite \textit{M. Morariu-Patrichi} and \textit{M. S. Pakkanen}, Quant. Finance 22, No. 3, 563--583 (2022; Zbl 07518204) Full Text: DOI OpenURL
Molkenthin, Christian; Donner, Christian; Reich, Sebastian; Zöller, Gert; Hainzl, Sebastian; Holschneider, Matthias; Opper, Manfred GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model. (English) Zbl 07511141 Stat. Comput. 32, No. 2, Paper No. 29, 25 p. (2022). MSC: 62-08 60G55 62F15 62M30 86-10 PDF BibTeX XML Cite \textit{C. Molkenthin} et al., Stat. Comput. 32, No. 2, Paper No. 29, 25 p. (2022; Zbl 07511141) Full Text: DOI OpenURL
Alshehri, Maryam Gharamah Ali; Lytvynov, Eugene Hafnian point processes and quasi-free states on the CCR algebra. (English) Zbl 07510938 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 1, Article ID 2250002, 25 p. (2022). MSC: 60G55 46L30 60G15 PDF BibTeX XML Cite \textit{M. G. A. Alshehri} and \textit{E. Lytvynov}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 1, Article ID 2250002, 25 p. (2022; Zbl 07510938) Full Text: DOI OpenURL
Wehrli, Alexander; Sornette, Didier Classification of flash crashes using the Hawkes \(p,q\) framework. (English) Zbl 07503259 Quant. Finance 22, No. 2, 213-240 (2022). MSC: 91G15 60G55 PDF BibTeX XML Cite \textit{A. Wehrli} and \textit{D. Sornette}, Quant. Finance 22, No. 2, 213--240 (2022; Zbl 07503259) Full Text: DOI OpenURL
Chen, Zezhun; Dassios, Angelos Cluster point processes and Poisson thinning INARMA. (English) Zbl 1483.62149 Stochastic Processes Appl. 147, 456-480 (2022). MSC: 62M10 60G55 62P05 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{A. Dassios}, Stochastic Processes Appl. 147, 456--480 (2022; Zbl 1483.62149) Full Text: DOI OpenURL
Pianoforte, Federico; Schulte, Matthias Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations. (English) Zbl 07502146 Stochastic Processes Appl. 147, 388-422 (2022). MSC: 60F05 60F17 60D05 60G70 60G55 PDF BibTeX XML Cite \textit{F. Pianoforte} and \textit{M. Schulte}, Stochastic Processes Appl. 147, 388--422 (2022; Zbl 07502146) Full Text: DOI OpenURL
Richey, Jacob; Sarkar, Amites Intersections of random sets. (English) Zbl 07501654 J. Appl. Probab. 59, No. 1, 131-151 (2022). MSC: 60D05 53C65 60G55 PDF BibTeX XML Cite \textit{J. Richey} and \textit{A. Sarkar}, J. Appl. Probab. 59, No. 1, 131--151 (2022; Zbl 07501654) Full Text: DOI OpenURL
Lee, Young; Laub, Patrick J.; Taimre, Thomas; Zhao, Hongbiao; Zhuang, Jiancang Exact simulation of extrinsic stress-release processes. (English) Zbl 07501652 J. Appl. Probab. 59, No. 1, 105-117 (2022). MSC: 60G20 60G55 65C05 PDF BibTeX XML Cite \textit{Y. Lee} et al., J. Appl. Probab. 59, No. 1, 105--117 (2022; Zbl 07501652) Full Text: DOI OpenURL
Baccelli, François; Davydov, Michel; Taillefumier, Thibaud Replica-mean-field limits of fragmentation-interaction-aggregation processes. (English) Zbl 07501649 J. Appl. Probab. 59, No. 1, 38-59 (2022). MSC: 60K35 60G55 PDF BibTeX XML Cite \textit{F. Baccelli} et al., J. Appl. Probab. 59, No. 1, 38--59 (2022; Zbl 07501649) Full Text: DOI OpenURL
Jahnel, Benedikt; Tóbiás, András SINR percolation for Cox point processes with random powers. (English) Zbl 07500628 Adv. Appl. Probab. 54, No. 1, 227-253 (2022). MSC: 82B43 60G55 60K35 90B18 PDF BibTeX XML Cite \textit{B. Jahnel} and \textit{A. Tóbiás}, Adv. Appl. Probab. 54, No. 1, 227--253 (2022; Zbl 07500628) Full Text: DOI OpenURL
Bhattacharjee, Chinmoy; Schulte, Matthias Large degrees in scale-free inhomogeneous random graphs. (English) Zbl 07493835 Ann. Appl. Probab. 32, No. 1, 696-720 (2022). MSC: 60G70 05C80 60F05 05C82 60G55 PDF BibTeX XML Cite \textit{C. Bhattacharjee} and \textit{M. Schulte}, Ann. Appl. Probab. 32, No. 1, 696--720 (2022; Zbl 07493835) Full Text: DOI arXiv OpenURL
Butez, Raphael; García-Zelada, David Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background. (English) Zbl 07493826 Ann. Appl. Probab. 32, No. 1, 392-425 (2022). MSC: 60G55 82B21 60F05 60K35 30C15 PDF BibTeX XML Cite \textit{R. Butez} and \textit{D. García-Zelada}, Ann. Appl. Probab. 32, No. 1, 392--425 (2022; Zbl 07493826) Full Text: DOI arXiv OpenURL
Wang, Haixu Limit theorems for a discrete-time marked Hawkes process. (English) Zbl 07484424 Stat. Probab. Lett. 184, Article ID 109368, 10 p. (2022). MSC: 60G55 60F05 PDF BibTeX XML Cite \textit{H. Wang}, Stat. Probab. Lett. 184, Article ID 109368, 10 p. (2022; Zbl 07484424) Full Text: DOI OpenURL
Kataria, K. K.; Khandakar, M. Extended eigenvalue-eigenvector method. (English) Zbl 07484419 Stat. Probab. Lett. 183, Article ID 109361, 9 p. (2022). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. K. Kataria} and \textit{M. Khandakar}, Stat. Probab. Lett. 183, Article ID 109361, 9 p. (2022; Zbl 07484419) Full Text: DOI OpenURL
Stegehuis, Clara; Weedage, Lotte Degree distributions in \(AB\) random geometric graphs. (English) Zbl 07483580 Physica A 586, Article ID 126460, 12 p. (2022). MSC: 82-XX PDF BibTeX XML Cite \textit{C. Stegehuis} and \textit{L. Weedage}, Physica A 586, Article ID 126460, 12 p. (2022; Zbl 07483580) Full Text: DOI arXiv OpenURL
Lyberopoulos, Demetrios P.; Macheras, Nikolaos D. Some characterizations of mixed renewal processes. (English) Zbl 07478480 Math. Slovaca 72, No. 1, 197-216 (2022). MSC: 60G55 60G09 28A50 60A10 60G05 60K05 91B30 PDF BibTeX XML Cite \textit{D. P. Lyberopoulos} and \textit{N. D. Macheras}, Math. Slovaca 72, No. 1, 197--216 (2022; Zbl 07478480) Full Text: DOI arXiv OpenURL
Azmoodeh, Ehsan; Ljungdahl, Mathias Mørck; Thäle, Christoph Multi-dimensional normal approximation of heavy-tailed moving averages. (English) Zbl 1482.60032 Stochastic Processes Appl. 145, 308-334 (2022). MSC: 60F05 60G10 60G15 60G51 60G55 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Stochastic Processes Appl. 145, 308--334 (2022; Zbl 1482.60032) Full Text: DOI arXiv OpenURL
Cinque, Fabrizio On the sum of independent generalized Mittag-Leffler random variables and the related fractional processes. (English) Zbl 1480.60100 Stochastic Anal. Appl. 40, No. 1, 103-117 (2022). MSC: 60G22 60G50 60G55 PDF BibTeX XML Cite \textit{F. Cinque}, Stochastic Anal. Appl. 40, No. 1, 103--117 (2022; Zbl 1480.60100) Full Text: DOI OpenURL
Baccelli, François; Ramesan, Nithin A computational framework for evaluating the role of mobility on the propagation of epidemics on point processes. (English) Zbl 1478.92176 J. Math. Biol. 84, No. 1-2, Paper No. 4, 40 p. (2022). MSC: 92D30 60G55 60K35 PDF BibTeX XML Cite \textit{F. Baccelli} and \textit{N. Ramesan}, J. Math. Biol. 84, No. 1--2, Paper No. 4, 40 p. (2022; Zbl 1478.92176) Full Text: DOI arXiv OpenURL
Kim, Hyotae; Kottas, Athanasios Erlang mixture modeling for Poisson process intensities. (English) Zbl 1477.62010 Stat. Comput. 32, No. 1, Paper No. 3, 15 p. (2022). MSC: 62-08 62M30 62G05 60G55 PDF BibTeX XML Cite \textit{H. Kim} and \textit{A. Kottas}, Stat. Comput. 32, No. 1, Paper No. 3, 15 p. (2022; Zbl 1477.62010) Full Text: DOI arXiv OpenURL
Mukeru, Safari; Mulaudzi, Mmboniseni P. Zeros of Gaussian power series, Hardy spaces and determinantal point processes. (English) Zbl 1482.30005 Ann. Funct. Anal. 13, No. 1, Paper No. 15, 23 p. (2022). MSC: 30B20 46E22 30H10 60G55 PDF BibTeX XML Cite \textit{S. Mukeru} and \textit{M. P. Mulaudzi}, Ann. Funct. Anal. 13, No. 1, Paper No. 15, 23 p. (2022; Zbl 1482.30005) Full Text: DOI arXiv OpenURL
Li, Bo; Pang, Guodong Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime. (English) Zbl 1480.60075 Stochastic Processes Appl. 143, 285-339 (2022). MSC: 60F17 60F15 60G55 60J80 PDF BibTeX XML Cite \textit{B. Li} and \textit{G. Pang}, Stochastic Processes Appl. 143, 285--339 (2022; Zbl 1480.60075) Full Text: DOI OpenURL
Chen, Baiyu; Kou, Yi; Wang, Yufeng; Zhao, Daniel; Liu, Shaoxun; Liu, Guilin; Wang, Liping; Han, Xuefeng Analysis of storm surge characteristics based on stochastic process. (English) Zbl 07514442 AIMS Math. 6, No. 2, 1177-1190 (2021). MSC: 86A05 86A32 60G51 62F10 62P30 PDF BibTeX XML Cite \textit{B. Chen} et al., AIMS Math. 6, No. 2, 1177--1190 (2021; Zbl 07514442) Full Text: DOI OpenURL
Gezer, Fatih; Aykroyd, Robert G.; Barber, Stuart Statistical properties of Poisson-Voronoi tessellation cells in bounded regions. (English) Zbl 07493332 J. Stat. Comput. Simulation 91, No. 5, 915-933 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Gezer} et al., J. Stat. Comput. Simulation 91, No. 5, 915--933 (2021; Zbl 07493332) Full Text: DOI OpenURL
Chernoyarov, O. V.; Dachian, S.; Kutoyants, Yu. A.; Zyulkov, A. V. On estimation errors in optical communication and location. (English. Russian original) Zbl 1483.93620 Autom. Remote Control 82, No. 12, 2041-2075 (2021); translation from Avtom. Telemekh. 2021, No. 12, 8-47 (2021). MSC: 93E10 94A12 60G55 PDF BibTeX XML Cite \textit{O. V. Chernoyarov} et al., Autom. Remote Control 82, No. 12, 2041--2075 (2021; Zbl 1483.93620); translation from Avtom. Telemekh. 2021, No. 12, 8--47 (2021) Full Text: DOI OpenURL
Katori, Machiko; Katori, Makoto Continuum percolation and stochastic epidemic models on Poisson and Ginibre point processes. (English) Zbl 07482361 Physica A 581, Article ID 126191, 14 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{M. Katori} and \textit{M. Katori}, Physica A 581, Article ID 126191, 14 p. (2021; Zbl 07482361) Full Text: DOI arXiv OpenURL
Maillard, Pascal; Mallein, Bastien On the branching convolution equation \(\mathcal{E}=\mathcal{Z}\circledast \mathcal{E} \). (English) Zbl 07481677 Electron. Commun. Probab. 26, Paper No. 59, 12 p. (2021). Reviewer: Matthias Meiners (Gießen) MSC: 60J80 60G55 60G70 60G42 60G50 PDF BibTeX XML Cite \textit{P. Maillard} and \textit{B. Mallein}, Electron. Commun. Probab. 26, Paper No. 59, 12 p. (2021; Zbl 07481677) Full Text: DOI arXiv OpenURL
Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices. (English) Zbl 07481280 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100-2127 (2021). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 PDF BibTeX XML Cite \textit{B. Basrak} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100--2127 (2021; Zbl 07481280) Full Text: DOI arXiv OpenURL
Amir, Gideon; Angel, Omer; Holroyd, Alexander E. Multicolour Poisson matching. (English) Zbl 1483.05129 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1811-1833 (2021). MSC: 05C70 60D05 60G55 PDF BibTeX XML Cite \textit{G. Amir} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 1811--1833 (2021; Zbl 1483.05129) Full Text: DOI arXiv OpenURL
Tamborrino, Massimiliano; Lansky, Petr Shot noise, weak convergence and diffusion approximations. (English) Zbl 07479443 Physica D 418, Article ID 132845, 12 p. (2021). MSC: 92C20 60G51 60J60 60G55 PDF BibTeX XML Cite \textit{M. Tamborrino} and \textit{P. Lansky}, Physica D 418, Article ID 132845, 12 p. (2021; Zbl 07479443) Full Text: DOI arXiv OpenURL
Baccelli, François; Haji-Mirsadeghi, Mir-Omid; Khezeli, Ali Unimodular Hausdorff and Minkowski dimensions. (English) Zbl 1483.60016 Electron. J. Probab. 26, Paper No. 155, 64 p. (2021). MSC: 60D05 05C63 05C80 60G50 28A78 60G55 60J80 PDF BibTeX XML Cite \textit{F. Baccelli} et al., Electron. J. Probab. 26, Paper No. 155, 64 p. (2021; Zbl 1483.60016) Full Text: DOI arXiv OpenURL
Khamdamov, I. M. Some properties of convex hulls generated by Poisson point process. (English) Zbl 07473607 Uzb. Math. J. 65, No. 2, 78-82 (2021). MSC: 60D05 60F05 PDF BibTeX XML Cite \textit{I. M. Khamdamov}, Uzb. Math. J. 65, No. 2, 78--82 (2021; Zbl 07473607) Full Text: DOI OpenURL
Rao, M. M.; Swift, R. J. From additive to second-order processes. (English) Zbl 07465312 Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 205-215 (2021). MSC: 60G55 60G52 PDF BibTeX XML Cite \textit{M. M. Rao} and \textit{R. J. Swift}, Contemp. Math. 774, 205--215 (2021; Zbl 07465312) Full Text: DOI OpenURL
Le Gall, Quentin; Błaszczyszyn, Bartłomiej; Cali, Élie; En-Najjary, Taoufik Continuum line-of-sight percolation on Poisson-Voronoi tessellations. (English) Zbl 07458572 Adv. Appl. Probab. 53, No. 2, 510-536 (2021). MSC: 60K35 60G55 60D05 68M10 90B15 PDF BibTeX XML Cite \textit{Q. Le Gall} et al., Adv. Appl. Probab. 53, No. 2, 510--536 (2021; Zbl 07458572) Full Text: DOI arXiv OpenURL
Ipsen, Yuguang; Maller, Ross A.; Shemehsavar, Soudabeh A generalised Dickman distribution and the number of species in a negative binomial process model. (English) Zbl 07458567 Adv. Appl. Probab. 53, No. 2, 370-399 (2021). MSC: 60G51 60G52 60G55 60G57 62E20 62P10 PDF BibTeX XML Cite \textit{Y. Ipsen} et al., Adv. Appl. Probab. 53, No. 2, 370--399 (2021; Zbl 07458567) Full Text: DOI OpenURL
Charlier, Christophe Exponential moments and piecewise thinning for the Bessel point process. (English) Zbl 07458108 Int. Math. Res. Not. 2021, No. 21, 16009-16073 (2021). MSC: 60G55 60F05 PDF BibTeX XML Cite \textit{C. Charlier}, Int. Math. Res. Not. 2021, No. 21, 16009--16073 (2021; Zbl 07458108) Full Text: DOI arXiv OpenURL
Bouzas, Paula R.; Ruiz-Fuentes, Nuria; Montes-Gijón, Carmen; Ruiz-Castro, Juan Eloy Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events. (English) Zbl 1477.60066 Stat. Pap. 62, No. 1, 235-265 (2021). MSC: 60G25 60G55 62M20 62N05 62H25 PDF BibTeX XML Cite \textit{P. R. Bouzas} et al., Stat. Pap. 62, No. 1, 235--265 (2021; Zbl 1477.60066) Full Text: DOI OpenURL
Nishigaki, Shinsuke M. Tracy-Widom method for Jánossy density and joint distribution of extremal eigenvalues of random matrices. (English) Zbl 1480.60130 PTEP, Prog. Theor. Exper. Phys. 2021, No. 11, Article ID 113A01, 17 p. (2021). MSC: 60G55 15A18 15B52 37J65 PDF BibTeX XML Cite \textit{S. M. Nishigaki}, PTEP, Prog. Theor. Exper. Phys. 2021, No. 11, Article ID 113A01, 17 p. (2021; Zbl 1480.60130) Full Text: DOI arXiv OpenURL
Gnedin, Alexander On sequential selection and a first passage problem for the Poisson process. (English) Zbl 07453034 Electron. Commun. Probab. 26, Paper No. 10, 13 p. (2021). MSC: 60C05 60G55 PDF BibTeX XML Cite \textit{A. Gnedin}, Electron. Commun. Probab. 26, Paper No. 10, 13 p. (2021; Zbl 07453034) Full Text: DOI arXiv OpenURL
Erny, Xavier A convergence criterion for systems of point processes from the convergence of their stochastic intensities. (English) Zbl 1479.60006 Electron. Commun. Probab. 26, Paper No. 4, 10 p. (2021). MSC: 60B12 60G55 60G57 PDF BibTeX XML Cite \textit{X. Erny}, Electron. Commun. Probab. 26, Paper No. 4, 10 p. (2021; Zbl 1479.60006) Full Text: DOI arXiv OpenURL
Shan, Chaochao; Lv, Ping Poisson process in the random environment. (Chinese. English summary) Zbl 07448375 J. Hangzhou Norm. Univ., Nat. Sci. 20, No. 3, 304-310, 328 (2021). MSC: 60G55 60K37 PDF BibTeX XML Cite \textit{C. Shan} and \textit{P. Lv}, J. Hangzhou Norm. Univ., Nat. Sci. 20, No. 3, 304--310, 328 (2021; Zbl 07448375) Full Text: DOI OpenURL
Zhou, Feng; Luo, Simon; Li, Zhidong; Fan, Xuhui; Wang, Yang; Sowmya, Arcot; Chen, Fang Efficient EM-variational inference for nonparametric Hawkes process. (English) Zbl 1475.62069 Stat. Comput. 31, No. 4, Paper No. 46, 11 p. (2021). MSC: 62-08 60G55 PDF BibTeX XML Cite \textit{F. Zhou} et al., Stat. Comput. 31, No. 4, Paper No. 46, 11 p. (2021; Zbl 1475.62069) Full Text: DOI OpenURL
Stindl, Tom; Chen, Feng Accelerating the estimation of renewal Hawkes self-exciting point processes. (English) Zbl 1475.62058 Stat. Comput. 31, No. 3, Paper No. 26, 17 p. (2021). MSC: 62-08 60G55 PDF BibTeX XML Cite \textit{T. Stindl} and \textit{F. Chen}, Stat. Comput. 31, No. 3, Paper No. 26, 17 p. (2021; Zbl 1475.62058) Full Text: DOI OpenURL
Dimitrov, Evgeni; Matetski, Konstantin Characterization of Brownian Gibbsian line ensembles. (English) Zbl 1479.82045 Ann. Probab. 49, No. 5, 2477-2529 (2021). MSC: 82C22 82C20 60J65 60G55 60G57 PDF BibTeX XML Cite \textit{E. Dimitrov} and \textit{K. Matetski}, Ann. Probab. 49, No. 5, 2477--2529 (2021; Zbl 1479.82045) Full Text: DOI arXiv OpenURL
Baccelli, François; Kalamkar, Sanket S. On point processes defined by angular conditions on Delaunay neighbors in the Poisson-Voronoi tessellation. (English) Zbl 1478.60039 J. Appl. Probab. 58, No. 4, 952-965 (2021). MSC: 60D05 60G55 52A22 53C65 05C80 PDF BibTeX XML Cite \textit{F. Baccelli} and \textit{S. S. Kalamkar}, J. Appl. Probab. 58, No. 4, 952--965 (2021; Zbl 1478.60039) Full Text: DOI arXiv OpenURL
He, Qi-Ming Bounds on the mean and squared coefficient of variation of phase-type distributions. (English) Zbl 1478.60210 J. Appl. Probab. 58, No. 4, 880-889 (2021). MSC: 60J27 60E15 60G55 PDF BibTeX XML Cite \textit{Q.-M. He}, J. Appl. Probab. 58, No. 4, 880--889 (2021; Zbl 1478.60210) Full Text: DOI OpenURL
Buchmann, Boris; Lu, Kevin W. Necessity of weak subordination for some strongly subordinated Lévy processes. (English) Zbl 1475.60087 J. Appl. Probab. 58, No. 4, 868-879 (2021). MSC: 60G51 60G55 PDF BibTeX XML Cite \textit{B. Buchmann} and \textit{K. W. Lu}, J. Appl. Probab. 58, No. 4, 868--879 (2021; Zbl 1475.60087) Full Text: DOI arXiv OpenURL
Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes. (English) Zbl 1479.91386 Quant. Finance 21, No. 5, 729-752 (2021). MSC: 91G15 60G55 PDF BibTeX XML Cite \textit{A. Wehrli} et al., Quant. Finance 21, No. 5, 729--752 (2021; Zbl 1479.91386) Full Text: DOI OpenURL
Khutortsev, V. V. Controlled search for targets arriving according to a spatio-temporal Poisson point process by an information measurement system with inhomogeneous scope. (English. Russian original) Zbl 1475.93080 Autom. Remote Control 82, No. 9, 1568-1580 (2021); translation from Avtom. Telemekh. 2021, No. 9, 133-149 (2021). MSC: 93C95 93E03 60G55 PDF BibTeX XML Cite \textit{V. V. Khutortsev}, Autom. Remote Control 82, No. 9, 1568--1580 (2021; Zbl 1475.93080); translation from Avtom. Telemekh. 2021, No. 9, 133--149 (2021) Full Text: DOI OpenURL
Gaitan, Rodrigo Saul; Lii, Keh-Shin On the estimation of periodicity or almost periodicity in inhomogeneous gamma point-process data. (English) Zbl 07433907 J. Time Ser. Anal. 42, No. 5-6, 711-736 (2021). MSC: 62M09 60G55 PDF BibTeX XML Cite \textit{R. S. Gaitan} and \textit{K.-S. Lii}, J. Time Ser. Anal. 42, No. 5--6, 711--736 (2021; Zbl 07433907) Full Text: DOI OpenURL
Liu, Guo; Jin, Zhuo; Li, Shuanming Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market. (English) Zbl 1475.91310 Insur. Math. Econ. 101, 508-524 (2021). MSC: 91G05 60G55 90C39 PDF BibTeX XML Cite \textit{G. Liu} et al., Insur. Math. Econ. 101, 508--524 (2021; Zbl 1475.91310) Full Text: DOI OpenURL
Hainaut, Donatien Moment generating function of non-Markov self-excited claims processes. (English) Zbl 1475.91304 Insur. Math. Econ. 101, 406-424 (2021). MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{D. Hainaut}, Insur. Math. Econ. 101, 406--424 (2021; Zbl 1475.91304) Full Text: DOI OpenURL
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela Hawkes processes in insurance: risk model, application to empirical data and optimal investment. (English) Zbl 1475.91317 Insur. Math. Econ. 101, 107-124 (2021). MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{A. Swishchuk} et al., Insur. Math. Econ. 101, 107--124 (2021; Zbl 1475.91317) Full Text: DOI OpenURL
Molag, Leslie D.; Stevens, Marco Universality for conditional measures of the Bessel point process. (English) Zbl 1481.60092 Random Matrices Theory Appl. 10, No. 1, Article ID 2150012, 35 p. (2021). MSC: 60G55 15B52 35Q15 42C05 PDF BibTeX XML Cite \textit{L. D. Molag} and \textit{M. Stevens}, Random Matrices Theory Appl. 10, No. 1, Article ID 2150012, 35 p. (2021; Zbl 1481.60092) Full Text: DOI arXiv OpenURL
Song, Shiyu Some explicit results on first exit times for a jump diffusion process involving semimartingale local time. (English) Zbl 1477.60126 J. Theor. Probab. 34, No. 4, 2346-2367 (2021). MSC: 60J76 60J60 60G55 60H30 60J55 PDF BibTeX XML Cite \textit{S. Song}, J. Theor. Probab. 34, No. 4, 2346--2367 (2021; Zbl 1477.60126) Full Text: DOI OpenURL
Osada, Shota Isomorphisms between determinantal point processes with translation-invariant kernels and Poisson point processes. (English) Zbl 07428308 Ergodic Theory Dyn. Syst. 41, No. 12, 3807-3820 (2021). Reviewer: Artem Sapozhnikov (Leipzig) MSC: 37A50 60G55 28D15 PDF BibTeX XML Cite \textit{S. Osada}, Ergodic Theory Dyn. Syst. 41, No. 12, 3807--3820 (2021; Zbl 07428308) Full Text: DOI arXiv OpenURL
Borodin, A. N. Limit behavior of a compound Poisson process with switching between multiple values. (English. Russian original) Zbl 1478.60146 J. Math. Sci., New York 258, No. 6, 764-776 (2021); translation from Zap. Nauchn. Semin. POMI 486, 44-62 (2019). Reviewer: Edward Omey (Brussel) MSC: 60G55 60E10 60G51 60J25 60J65 PDF BibTeX XML Cite \textit{A. N. Borodin}, J. Math. Sci., New York 258, No. 6, 764--776 (2021; Zbl 1478.60146); translation from Zap. Nauchn. Semin. POMI 486, 44--62 (2019) Full Text: DOI OpenURL
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan Fitting nonstationary Cox processes: an application to fire insurance data. (English) Zbl 1481.91160 N. Am. Actuar. J. 25, No. 2, 135-162 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 62P05 60G55 PDF BibTeX XML Cite \textit{H. Albrecher} et al., N. Am. Actuar. J. 25, No. 2, 135--162 (2021; Zbl 1481.91160) Full Text: DOI OpenURL
Wang, Xingang; Li, Lin; Chang, Miaoxin; Han, Kaizhong Reliability modeling for competing failure processes with shifting failure thresholds under severe product working conditions. (English) Zbl 1481.90148 Appl. Math. Modelling 89, Part 2, 1747-1763 (2021). MSC: 90B25 60G55 PDF BibTeX XML Cite \textit{X. Wang} et al., Appl. Math. Modelling 89, Part 2, 1747--1763 (2021; Zbl 1481.90148) Full Text: DOI OpenURL
Bonnet, Anna; Martinez Herrera, Miguel; Sangnier, Maxime Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition. (English) Zbl 1478.62239 Stat. Probab. Lett. 179, Article ID 109214, 7 p. (2021). MSC: 62M09 60G55 PDF BibTeX XML Cite \textit{A. Bonnet} et al., Stat. Probab. Lett. 179, Article ID 109214, 7 p. (2021; Zbl 1478.62239) Full Text: DOI arXiv OpenURL
Pandey, Kaushlendra; Gupta, Abhishek K. \(k\)th distance distributions for generalized Gauss-Poisson process in \(\mathbb{R}^n\). (English) Zbl 1474.60022 Stat. Probab. Lett. 172, Article ID 109048, 10 p. (2021). MSC: 60D05 60G55 PDF BibTeX XML Cite \textit{K. Pandey} and \textit{A. K. Gupta}, Stat. Probab. Lett. 172, Article ID 109048, 10 p. (2021; Zbl 1474.60022) Full Text: DOI OpenURL
Hirao, Masatake Finite frames, frame potentials and determinantal point processes on the sphere. (English) Zbl 1474.60131 Stat. Probab. Lett. 176, Article ID 109129, 6 p. (2021). MSC: 60G55 31C15 42C15 PDF BibTeX XML Cite \textit{M. Hirao}, Stat. Probab. Lett. 176, Article ID 109129, 6 p. (2021; Zbl 1474.60131) Full Text: DOI arXiv OpenURL
Clinet, Simon; Dunsmuir, William T. M.; Peters, Gareth W.; Richards, Kylie-Anne Asymptotic distribution of the score test for detecting marks in Hawkes processes. (English) Zbl 1478.62231 Stat. Inference Stoch. Process. 24, No. 3, 635-668 (2021). Reviewer: Ping Sun (Shenyang) MSC: 62M02 60G55 62H10 62E20 62F05 PDF BibTeX XML Cite \textit{S. Clinet} et al., Stat. Inference Stoch. Process. 24, No. 3, 635--668 (2021; Zbl 1478.62231) Full Text: DOI arXiv OpenURL
Amiri, Arij; Dachian, Sergueï On smooth change-point location estimation for Poisson processes. (English) Zbl 1478.62232 Stat. Inference Stoch. Process. 24, No. 3, 499-524 (2021). MSC: 62M05 60G55 62F12 62F15 62R10 PDF BibTeX XML Cite \textit{A. Amiri} and \textit{S. Dachian}, Stat. Inference Stoch. Process. 24, No. 3, 499--524 (2021; Zbl 1478.62232) Full Text: DOI arXiv OpenURL
White, Philip A.; Gelfand, Alan E. Generalized evolutionary point processes: model specifications and model comparison. (English) Zbl 1480.60135 Methodol. Comput. Appl. Probab. 23, No. 3, 1001-1021 (2021). MSC: 60G55 62F15 62P25 PDF BibTeX XML Cite \textit{P. A. White} and \textit{A. E. Gelfand}, Methodol. Comput. Appl. Probab. 23, No. 3, 1001--1021 (2021; Zbl 1480.60135) Full Text: DOI arXiv OpenURL
Rasmussen, Jakob G.; Christensen, Heidi S. Point processes on directed linear networks. (English) Zbl 1480.60131 Methodol. Comput. Appl. Probab. 23, No. 2, 647-667 (2021). MSC: 60G55 62M30 PDF BibTeX XML Cite \textit{J. G. Rasmussen} and \textit{H. S. Christensen}, Methodol. Comput. Appl. Probab. 23, No. 2, 647--667 (2021; Zbl 1480.60131) Full Text: DOI arXiv OpenURL
Møller, Jesper; Christensen, Heidi S.; Cuevas-Pacheco, Francisco; Christoffersen, Andreas D. Structured space-sphere point processes and \(K\)-functions. (English) Zbl 1480.60129 Methodol. Comput. Appl. Probab. 23, No. 2, 569-591 (2021). MSC: 60G55 62M30 PDF BibTeX XML Cite \textit{J. Møller} et al., Methodol. Comput. Appl. Probab. 23, No. 2, 569--591 (2021; Zbl 1480.60129) Full Text: DOI arXiv OpenURL
Koňasová, Kateřina; Dvořák, Jiří Stochastic reconstruction for inhomogeneous point patterns. (English) Zbl 1480.60128 Methodol. Comput. Appl. Probab. 23, No. 2, 527-547 (2021). MSC: 60G55 62M30 PDF BibTeX XML Cite \textit{K. Koňasová} and \textit{J. Dvořák}, Methodol. Comput. Appl. Probab. 23, No. 2, 527--547 (2021; Zbl 1480.60128) Full Text: DOI OpenURL
Flint, Ian; Privault, Nicolas Computation of coverage probabilities in a spherical germ-grain model. (English) Zbl 1480.60125 Methodol. Comput. Appl. Probab. 23, No. 2, 491-502 (2021). MSC: 60G55 60D05 60G60 PDF BibTeX XML Cite \textit{I. Flint} and \textit{N. Privault}, Methodol. Comput. Appl. Probab. 23, No. 2, 491--502 (2021; Zbl 1480.60125) Full Text: DOI OpenURL
Bogdanskii, V. Yu.; Klesov, O. I.; Molchanov, I. Uniform strong law of large numbers. (English) Zbl 1477.60055 Methodol. Comput. Appl. Probab. 23, No. 2, 461-470 (2021). Reviewer: Michael Voit (Dortmund) MSC: 60F15 60G55 60G57 60G60 PDF BibTeX XML Cite \textit{V. Yu. Bogdanskii} et al., Methodol. Comput. Appl. Probab. 23, No. 2, 461--470 (2021; Zbl 1477.60055) Full Text: DOI OpenURL
Decreusefond, Laurent; Moroz, Guillaume Optimal transport between determinantal point processes and application to fast simulation. (English) Zbl 1480.49044 Mod. Stoch., Theory Appl. 8, No. 2, 209-237 (2021). Reviewer: Wojciech Górny (Warszawa) MSC: 49Q22 60G55 PDF BibTeX XML Cite \textit{L. Decreusefond} and \textit{G. Moroz}, Mod. Stoch., Theory Appl. 8, No. 2, 209--237 (2021; Zbl 1480.49044) Full Text: DOI arXiv OpenURL
Lambert, Amaury; Pina, Verónica Miró; Schertzer, Emmanuel Chromosome painting: how recombination mixes ancestral colors. (English) Zbl 1476.60009 Ann. Appl. Probab. 31, No. 2, 826-864 (2021). MSC: 60B12 05A18 60G55 60J25 60K35 92D10 92D20 PDF BibTeX XML Cite \textit{A. Lambert} et al., Ann. Appl. Probab. 31, No. 2, 826--864 (2021; Zbl 1476.60009) Full Text: DOI arXiv Link OpenURL
Lyberopoulos, Demetrios P.; Macheras, Nikolaos D. A characterization of martingale-equivalent mixed compound Poisson processes. (English) Zbl 1476.91036 Ann. Appl. Probab. 31, No. 2, 778-805 (2021). MSC: 91B05 60G44 60G51 60G55 PDF BibTeX XML Cite \textit{D. P. Lyberopoulos} and \textit{N. D. Macheras}, Ann. Appl. Probab. 31, No. 2, 778--805 (2021; Zbl 1476.91036) Full Text: DOI arXiv Link OpenURL
Ferrari, Patrik L.; Vető, Bálint Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains. (English) Zbl 1476.60013 Ann. Appl. Probab. 31, No. 1, 284-320 (2021). MSC: 60B20 60G55 PDF BibTeX XML Cite \textit{P. L. Ferrari} and \textit{B. Vető}, Ann. Appl. Probab. 31, No. 1, 284--320 (2021; Zbl 1476.60013) Full Text: DOI arXiv Link OpenURL
Hirsch, Christian; Holmes, Mark; Kleptsyn, Victor Absence of warm percolation in the very strong reinforcement regime. (English) Zbl 1479.60196 Ann. Appl. Probab. 31, No. 1, 199-217 (2021). MSC: 60K35 60K37 PDF BibTeX XML Cite \textit{C. Hirsch} et al., Ann. Appl. Probab. 31, No. 1, 199--217 (2021; Zbl 1479.60196) Full Text: DOI Link OpenURL
Last, Günter; Nestmann, Franz; Schulte, Matthias The random connection model and functions of edge-marked Poisson processes: second order properties and normal approximation. (English) Zbl 1476.60053 Ann. Appl. Probab. 31, No. 1, 128-168 (2021). MSC: 60F05 60D05 60G55 05C80 PDF BibTeX XML Cite \textit{G. Last} et al., Ann. Appl. Probab. 31, No. 1, 128--168 (2021; Zbl 1476.60053) Full Text: DOI arXiv Link OpenURL
Heiny, Johannes; Mikosch, Thomas Large sample autocovariance matrices of linear processes with heavy tails. (English) Zbl 1476.60014 Stochastic Processes Appl. 141, 344-375 (2021). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 PDF BibTeX XML Cite \textit{J. Heiny} and \textit{T. Mikosch}, Stochastic Processes Appl. 141, 344--375 (2021; Zbl 1476.60014) Full Text: DOI arXiv OpenURL
Maciak, Matúš; Okhrin, Ostap; Pešta, Michal Infinitely stochastic micro reserving. (English) Zbl 1471.91474 Insur. Math. Econ. 100, 30-58 (2021). MSC: 91G05 60G25 60G55 62M20 62P05 PDF BibTeX XML Cite \textit{M. Maciak} et al., Insur. Math. Econ. 100, 30--58 (2021; Zbl 1471.91474) Full Text: DOI OpenURL
Liu, Xueying; Carter, Jeremy; Ray, Brad; Mohler, George Point process modeling of drug overdoses with heterogeneous and missing data. (English) Zbl 1475.62261 Ann. Appl. Stat. 15, No. 1, 88-101 (2021). MSC: 62P10 62D10 60G55 PDF BibTeX XML Cite \textit{X. Liu} et al., Ann. Appl. Stat. 15, No. 1, 88--101 (2021; Zbl 1475.62261) Full Text: DOI arXiv OpenURL
Tao, Xiuli; Shen, Zhaohui On the first passage time density for a class of compound Poisson process. (Chinese. English summary) Zbl 07404300 J. Wuhan Univ., Nat. Sci. Ed. 67, No. 3, 256-262 (2021). MSC: 60G55 60J76 PDF BibTeX XML Cite \textit{X. Tao} and \textit{Z. Shen}, J. Wuhan Univ., Nat. Sci. Ed. 67, No. 3, 256--262 (2021; Zbl 07404300) Full Text: DOI OpenURL
Buchmann, Boris; Ferreira, Ana; Maller, Ross A. Convergence of extreme values of Poisson point processes at small times. (English) Zbl 1473.60080 Extremes 24, No. 3, 501-529 (2021). MSC: 60G55 60F05 60G51 60G70 62G30 62G32 PDF BibTeX XML Cite \textit{B. Buchmann} et al., Extremes 24, No. 3, 501--529 (2021; Zbl 1473.60080) Full Text: DOI OpenURL
Jiang, Hui; Yang, Qingshan Asymptotic behavior of the weak approximation to a class of Gaussian processes. (English) Zbl 1475.60060 J. Appl. Probab. 58, No. 3, 693-707 (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F10 60F17 60B10 60J65 60G55 60G22 PDF BibTeX XML Cite \textit{H. Jiang} and \textit{Q. Yang}, J. Appl. Probab. 58, No. 3, 693--707 (2021; Zbl 1475.60060) Full Text: DOI OpenURL
Černý, Aleš; Ruf, Johannes Pure-jump semimartingales. (English) Zbl 07394103 Bernoulli 27, No. 4, 2624-2648 (2021). MSC: 60H05 60G51 60G55 PDF BibTeX XML Cite \textit{A. Černý} and \textit{J. Ruf}, Bernoulli 27, No. 4, 2624--2648 (2021; Zbl 07394103) Full Text: DOI arXiv OpenURL
Laub, Patrick J.; Lee, Young; Taimre, Thomas The elements of Hawkes processes. (English) Zbl 07393616 Cham: Springer (ISBN 978-3-030-84638-1/hbk; 978-3-030-84639-8/ebook). xiii, 133 p. (2021). MSC: 60-01 60G55 PDF BibTeX XML Cite \textit{P. J. Laub} et al., The elements of Hawkes processes. Cham: Springer (2021; Zbl 07393616) Full Text: DOI OpenURL
Zhang, Zhehao; Chen, Gemai Some specific density functions of aggregated discounted claims with dependent risks. (English) Zbl 1471.91491 Results Appl. Math. 11, Article ID 100168, 9 p. (2021). MSC: 91G05 62P05 60G55 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{G. Chen}, Results Appl. Math. 11, Article ID 100168, 9 p. (2021; Zbl 1471.91491) Full Text: DOI OpenURL
Maheshwari, Aditya; Singh, Reetendra Recent developments on fractional point processes. (English) Zbl 1468.60048 Beghin, Luisa (ed.) et al., Nonlocal and fractional operators. Selected papers based on the presentations at the international workshop, Rome, Italy, April 12–13, 2019. Cham: Springer. SEMA SIMAI Springer Ser. 26, 205-222 (2021). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{A. Maheshwari} and \textit{R. Singh}, SEMA SIMAI Springer Ser. 26, 205--222 (2021; Zbl 1468.60048) Full Text: DOI OpenURL
Khmaladze, Estate V. How to test that a given process is an Ornstein-Uhlenbeck process. (English) Zbl 1475.62228 Stat. Inference Stoch. Process. 24, No. 2, 405-419 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M02 60G55 60H10 PDF BibTeX XML Cite \textit{E. V. Khmaladze}, Stat. Inference Stoch. Process. 24, No. 2, 405--419 (2021; Zbl 1475.62228) Full Text: DOI OpenURL
Goda, Masatoshi Hawkes process and Edgeworth expansion with application to maximum likelihood estimator. (English) Zbl 1471.62447 Stat. Inference Stoch. Process. 24, No. 2, 277-325 (2021). MSC: 62M05 62F12 60G55 PDF BibTeX XML Cite \textit{M. Goda}, Stat. Inference Stoch. Process. 24, No. 2, 277--325 (2021; Zbl 1471.62447) Full Text: DOI arXiv OpenURL
Cafasso, Mattia; Claeys, Tom; Girotti, Manuela Fredholm determinant solutions of the Painlevé. II: Hierarchy and gap probabilities of determinantal point processes. (English) Zbl 07381532 Int. Math. Res. Not. 2021, No. 4, 2437-2478 (2021). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 60B20 47G10 PDF BibTeX XML Cite \textit{M. Cafasso} et al., Int. Math. Res. Not. 2021, No. 4, 2437--2478 (2021; Zbl 07381532) Full Text: DOI arXiv OpenURL
Qi, Kai; Chen, Yang; Wu, Wei Dirichlet depths for point process. (English) Zbl 1472.62176 Electron. J. Stat. 15, No. 1, 3574-3610 (2021). MSC: 62R10 60G55 PDF BibTeX XML Cite \textit{K. Qi} et al., Electron. J. Stat. 15, No. 1, 3574--3610 (2021; Zbl 1472.62176) Full Text: DOI arXiv OpenURL
Chazal, Frédéric; Levrard, Clément; Royer, Martin Clustering of measures via mean measure quantization. (English) Zbl 1471.62569 Electron. J. Stat. 15, No. 1, 2060-2104 (2021). MSC: 62R40 62H30 60G55 PDF BibTeX XML Cite \textit{F. Chazal} et al., Electron. J. Stat. 15, No. 1, 2060--2104 (2021; Zbl 1471.62569) Full Text: DOI OpenURL
Han, Qiyang Oracle posterior contraction rates under hierarchical priors. (English) Zbl 1479.62029 Electron. J. Stat. 15, No. 1, 1085-1153 (2021). Reviewer: Dongsheng Tu (Kingston) MSC: 62G20 62G05 62H12 60G55 PDF BibTeX XML Cite \textit{Q. Han}, Electron. J. Stat. 15, No. 1, 1085--1153 (2021; Zbl 1479.62029) Full Text: DOI arXiv OpenURL
Kumar Kataria, Kuldeep; Khandakar, Mostafizar Convoluted fractional Poisson process. (English) Zbl 1469.60116 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1241-1265 (2021). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{K. Kumar Kataria} and \textit{M. Khandakar}, ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1241--1265 (2021; Zbl 1469.60116) Full Text: arXiv Link OpenURL
Heesen, Sophie; Stannat, Wilhelm Fluctuation limits for mean-field interacting nonlinear Hawkes processes. (English) Zbl 1475.60091 Stochastic Processes Appl. 139, 280-297 (2021). MSC: 60G55 60G57 60F05 PDF BibTeX XML Cite \textit{S. Heesen} and \textit{W. Stannat}, Stochastic Processes Appl. 139, 280--297 (2021; Zbl 1475.60091) Full Text: DOI arXiv OpenURL