Central Limit Theorem, Moderate Deviation and an Upper Bound of Large Deviation for Multivariate Marked Hawkes Processes

IF 0.9 4区数学 Q3 MATHEMATICS, APPLIED

Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2025-04-02 DOI:10.1007/s10255-025-0006-9

Ming-zhou Xu, Kun Cheng, Yun-zheng Ding

引用次数: 0

Abstract

We study a multivariate linear Hawkes process with random marks. In this paper, we establish that a central limit theorem, a moderate deviation principle and an upper bound of large deviation for multivariate marked Hawkes processes hold.

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来源期刊

Acta Mathematicae Applicatae Sinica, English Series 数学-应用数学

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

3.0 months

期刊介绍： Acta Mathematicae Applicatae Sinica (English Series) is a quarterly journal established by the Chinese Mathematical Society. The journal publishes high quality research papers from all branches of applied mathematics, and particularly welcomes those from partial differential equations, computational mathematics, applied probability, mathematical finance, statistics, dynamical systems, optimization and management science.