Abstract
We use the Poisson cluster process structure of a Hawkes process to derive non asymptotic estimates of the tail of the extinction time, of the coupling time or of the number of points per interval. This allows us to define a family of independent Hawkes processes ; each of them approximating the initial process on a particular interval. Then we can easily derive exponential inequalities for Hawkes processes which can precise the ergodic theorem.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Bulletin of the Belgian Mathematical Society - Simon Stevin
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
