Precise Deviations for discrete marked Hawkes process

2023/09/07 by Wang, Ying-Li, He, Ping
#60F10 #60G55 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2309.03627

Abstract

In this paper, we study precise deviations including precise large deviations and moderate deviations for discrete marked Hawkes processes for large time asymptotics by using mod-ϕ convergence theory.

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