Law of large numbers and central limit theorem for renewal Hawkes processes

Luis Iván Hernández Ruíz

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arXiv · 2308.16478

Law of large numbers and central limit theorem for renewal Hawkes processes

Luis Iván Hernández Ruíz

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Abstract

A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely continuous interarrival distribution.

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Luis Iván Hernández Ruíz. 2023-08-31. Law of large numbers and central limit theorem for renewal Hawkes processes. https://arxiv.org/abs/2308.16478

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