Law of large numbers and central limit theorem for renewal Hawkes processes
Law of large numbers and central limit theorem for renewal Hawkes processes
A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely continuous interarrival distribution.
Luis Iván Hernández Ruíz
数学
Luis Iván Hernández Ruíz.Law of large numbers and central limit theorem for renewal Hawkes processes[EB/OL].(2025-06-28)[2025-07-16].https://arxiv.org/abs/2308.16478.点此复制
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