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Luis Iván Hernández Ruíz

Publications and source records attributed to Luis Iván Hernández Ruíz.

5 recordsLinked to original sources

An Exchangeable Pair-Hawkes Reference Model and a Cumulant Obstruction for Hard-Sphere Collision Statistics

Collision counts in a dilute gas of hard particles reflect the dependence between successive encounters. We study whether these fluctuations can be represented by a positive linear Hawkes process, in which each event adds a nonnegative contribution to the rate of future events. We construct such a model for particle pairs, require invariance under particle relabeling, and derive its stationary mean and covariance. We prove that, for a stationary positive Hawkes process with finitely many event types and finite expected total family sizes, the long-time growth rate of the third centered moment of any count formed by selecting event types is at least that of its variance. More generally, the long-time growth rates are nondecreasing with cumulant order. These predicted growth rates therefore cannot be matched simultaneously to the ones found in literature in approximations that follow velocity and collision count for a particle in an equilibrium gas. Simulations support the covariance predictions and illustrate the dependence of the physical comparison on the observation window. This restriction motivates models that retain the state left by a collision or allow past events to reduce future rates.

math.PR↗

A cluster representation of the renewal Hawkes process

A cluster representation for a Hawkes process with renewal immigration is obtained. The centre and satellite processes are indicated as a renewal process and generalized branching processes respectively. It is confirmed that the proposed construction indeed represents a cluster process and it is verified that it admits the desired intensity. Finally, the probability generating functional is computed for the stationary limit case.

math.PR↗

Results for convergence rates associated with renewal processes

Via a coupling argument, it is proved that the solution to a renewal equation has a power law decay rate in the case of a spread out interarrival distribution. By the regenerative property, the convergence in distribution for the recurrence times of the renewal process is established as well as that of the compensator of the renewal counting process. All results are proved under mild assumptions of existence of moments.

math.PR↗