Long-term stability of interacting Hawkes processes on random graphs

Zoé Agathe-Nerine

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arXiv · 2207.13942

Long-term stability of interacting Hawkes processes on random graphs

Zoé Agathe-Nerine

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Abstract

We consider a population of Hawkes processes modeling the activity of $N$ interacting neurons. The neurons are regularly positioned on the segment $[0,1]$, and the connectivity between neurons is given by a random possibly diluted and inhomogeneous graph where the probability of presence of each edge depends on the spatial position of its vertices through a spatial kernel. The main result of the paper concerns the longtime stability of the synaptic current of the population, as $N\to\infty$, in the subcritical regime in case the synaptic memory kernel is exponential, up to time horizons that are polynomial in $N$.

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Zoé Agathe-Nerine. 2022-07-28. Long-term stability of interacting Hawkes processes on random graphs. https://arxiv.org/abs/2207.13942

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