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UID:8694@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20250909T143000
DTEND;TZID=Europe/Paris:20250909T153000
DTSTAMP:20250902T074211Z
URL:https://www.i2m.univ-amu.fr/evenements/lcolombani/
SUMMARY:Laetitia COLOMBANI (Université Lyon 1): Inhibitive Hawkes processe
 s and cumulative processes
DESCRIPTION:Laetitia COLOMBANI: Hawkes process was introduced by Hawkes in 
 1971 and are widely used in many applications (earthquakes\, neurons\, soc
 ial network\, finance\, etc.). This jump process has an intensity which de
 pends on the past.\nI will talk about non-linear Hawkes processes\, which 
 model self-inhibition or complex self-influence. We prove that we can comp
 are Hawkes process and cumulative process and we obtain asymptotic propert
 ies (law of large numbers\, CLT\, ...).
CATEGORIES:Séminaire,ALEA,Probabilités
LOCATION:I2M Saint-Charles - Salle de séminaire\, Université Aix-Marseill
 e\, Campus Saint-Charles\, 3 Place Victor Hugo\, Marseille\, 13003\, Franc
 e
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=Université Aix-Marseille\,
  Campus Saint-Charles\, 3 Place Victor Hugo\, Marseille\, 13003\, France;X
 -APPLE-RADIUS=100;X-TITLE=I2M Saint-Charles - Salle de séminaire:geo:0,0
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TZID:Europe/Paris
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DTSTART:20250330T030000
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TZOFFSETTO:+0200
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