- Volume 56 Issue 4
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.
Hawkes process;uniform immigrants;self-exciting point processes;law of large numbers;central limit theorems;large deviations principle
Supported by : Dong-A University