I am looking into an introdoction in Hawkes processes (self-exciting processes). Are there books or lecture notes that explain the math behind it, or a chapter in a more general book? I haven't found anything good so far, so every recommendation is appreciated.
2026-03-27 23:01:30.1774652490
Literature concerning Hawkes Processes
101 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in REFERENCE-REQUEST
- Best book to study Lie group theory
- Alternative definition for characteristic foliation of a surface
- Transition from theory of PDEs to applied analysis and industrial problems and models with PDEs
- Random variables in integrals, how to analyze?
- Abstract Algebra Preparation
- Definition of matrix valued smooth function
- CLT for Martingales
- Almost locality of cubic spline interpolation
- Identify sequences from OEIS or the literature, or find examples of odd integers $n\geq 1$ satisfying these equations related to odd perfect numbers
- property of Lebesgue measure involving small intervals
Related Questions in STOCHASTIC-PROCESSES
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
- Probability being in the same state
- Random variables coincide
- Reference request for a lemma on the expected value of Hermitian polynomials of Gaussian random variables.
- Why does there exists a random variable $x^n(t,\omega')$ such that $x_{k_r}^n$ converges to it
- Compute the covariance of $W_t$ and $B_t=\int_0^t\mathrm{sgn}(W)dW$, for a Brownian motion $W$
- Why has $\sup_{s \in (0,t)} B_s$ the same distribution as $\sup_{s \in (0,t)} B_s-B_t$ for a Brownian motion $(B_t)_{t \geq 0}$?
- What is the name of the operation where a sequence of RV's form the parameters for the subsequent one?
- Markov property vs. transition function
- Variance of the integral of a stochastic process multiplied by a weighting function
Related Questions in BOOK-RECOMMENDATION
- Books recommendations for a second lecture in functional analysis
- Book/Online Video Lectures/Notes Recommendation for Analysis(topics mentioned)
- Are there any analysis textbooks like Charles Pinter's A book of abstract algebra?
- Calculus book suggestion
- How to use the AOPS books?
- What are good books cover these topics?
- Book Recommendation: Introduction to probability theory (including stochastic processes)
- calculus of variations with double integral textbook?
- Probability that two random numbers have a Sørensen-Dice coefficient over a given threshold
- Algebraic geometry and algebraic topology used in string theory
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
Hawkes Processes by Patrick J. Laub, Thomas Taimre, Philip K. Pollett is a short article that introduces Hawkes Processes.
For the more mathematical theory, this can be found in Daley and Vere-Jones' An Introduction to the Theory of Point Processes: Volume I. Note however that they are focused on the general theory of point processes, and they show how this general theory applies to Hawkes processes only in examples.