惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Jina AI
Jina AI
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
有赞技术团队
有赞技术团队
罗磊的独立博客
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
U
Unit 42
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
Recent Announcements
Recent Announcements
Y
Y Combinator Blog
Vercel News
Vercel News
Martin Fowler
Martin Fowler
V
V2EX
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
L
LangChain Blog
云风的 BLOG
云风的 BLOG
H
Hackread – Cybersecurity News, Data Breaches, AI and More
aimingoo的专栏
aimingoo的专栏
G
Google Developers Blog
The GitHub Blog
The GitHub Blog
N
Netflix TechBlog - Medium
Google DeepMind News
Google DeepMind News
雷峰网
雷峰网
阮一峰的网络日志
阮一峰的网络日志
F
Fortinet All Blogs

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Exact and Asymptotic Analysis of General Multivariate Haw...
Raviar Karim, Roger J. A. Laeven, Michel Mandjes · 2021-06-07 · via math.PR updates on arXiv.org

This paper considers population processes in which general, not necessarily Markovian, multivariate Hawkes processes dictate the stochastic arrivals. We establish results to determine the corresponding time-dependent joint probability distribution, allowing for general intensity decay functions, general intensity jumps, and general sojourn times. We obtain an exact, full characterization of the time-dependent joint transform of the multivariate population process and its underlying intensity process in terms of a fixed-point representation and corresponding convergence results. We also derive the asymptotic tail behavior of the population process and its underlying intensity process in the setting of heavy-tailed intensity jumps. By exploiting the results we establish, arbitrary joint spatial-temporal moments and other distributional properties can now be readily evaluated using standard transform differentiation and inversion techniques, and we illustrate this in a few examples.