Sharp and Exact Tail Estimates for Multitype Poissonian Galton Watson Processes and Inhomogeneous Cluster Processes
Sharp and Exact Tail Estimates for Multitype Poissonian Galton Watson Processes and Inhomogeneous Cluster Processes
We prove exponential moments for linear combinations of the number of individuals of each type of a whole multitype Poissonian Galton Watson process. We give sharp estimates for such quantities, which depend on the expectation of the Poissonian offspring distribution and the linear combination. We apply this result to derive type specific exponential moments for multitype Hawkes processes, improving existing results when the dimension is large. We also prove exponential estimates for tails of inhomogeneous Poissonian clusters. These estimates depend on the decay of the interaction functions defining the clusters and are starting points to derive probabilistic properties on branching processes such as Hawkes processes.
Théo Leblanc
数学
Théo Leblanc.Sharp and Exact Tail Estimates for Multitype Poissonian Galton Watson Processes and Inhomogeneous Cluster Processes[EB/OL].(2025-07-11)[2025-08-02].https://arxiv.org/abs/2507.08462.点此复制
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