Large deviations of Poisson cluster processes

2007/04/11 by Charles Bordenave, Bordenave, Charles, Giovanni Luca Torrisi +1 · 2 citations
Mathematics · #Point processes and geometric inequalities

paper · pdf · doi:10.48550/arxiv.0704.1463

Abstract

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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• Exponential Tail Estimates for Multitype Poisson Branching Processes and Application to Hawkes Processes
• Scaling limits for INAR(∞) processes

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