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Paola Tardelli

Publications and source records attributed to Paola Tardelli.

2 recordsLinked to original sources

Convergences for a Virus-like Evolving Population driven by Mutually-exciting Hawkes Processes

This paper presents a stochastic model motivated by the study of a virus-like evolving population with different mutation rates. This is a continuous time birth-death model: the birth processes are mutually-exciting Hawkes processes and the death process is also a Hawkes process. This structure for the births and the deaths does not allow, in general, to get the Markov property of the processes involved. But considering the couple given by the Hawkes processes and their intensities we are able to deduce the necessary and sufficient conditions for the Markov property of the couple. This property is the main tool to get the convergence results describing the behaviour of the population, and the existence of a phase transition at a critical fitness level.

math.PR↗

Infinite-server System with Hawkes Arrivals and Hawkes Services

This paper is devoted to the study of the number of customers in infinite-server systems driven by Hawkes processes. In these systems, the self-exciting arrival process is assumed to be represented by a Hawkes process and the self-exciting service process by a state-dependent Hawkes process (sdHawkes process). Under some suitable conditions, for the Hawkes/sdHawkes/infty system, the Markov property of the system is derived. The joint time-dependent distribution of the number of customers in the system, the arrival intensity and the server intensity is characterised by a system of differential equations. Then, the time-dependent results are also deduced for the M/sdHawkes/\infty system.

math.PR↗