pith:YEXPPMZQ
Perfect simulation for interacting Hawkes processes with reset-induced variable length memory
If the sure-event rate exceeds the candidate-event rate in interacting Hawkes processes, their clans of ancestors are finite almost surely.
arxiv:2605.13519 v1 · 2026-05-13 · math.PR
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Claims
Our main result is a constructive subcriticality criterion: if the sure-event rate exceeds the candidate-event rate, equivalently if β_*/(β^*−β_*)>1, then the clan is almost surely finite. The finiteness of the clan yields a measurable local construction of the stationary regime.
The graphical construction admits a dominating Poisson environment whose intensity bounds the nonlinear Hawkes intensities uniformly enough for the associated branching process to dominate the clan size; this domination must hold for the chosen nearest-neighbor interaction and reset rule.
A subcriticality criterion β_*/(β^* - β_*) > 1 guarantees almost-sure finiteness of the clan of ancestors, enabling an exact backward-forward perfect simulation algorithm for the stationary regime of these variable-memory Hawkes processes.
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| First computed | 2026-05-18T02:44:24.402269Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
c12ef7b3301c2387e9b4d99436595020f0a800d1d34a237df48e04ab564de44b
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Canonical record JSON
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