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

作　　者：Ming-zhou XU Kun CHENG Yun-zheng DING 

机构地区：[1]School of Information Engineering,Jingdezhen Ceramic University,Jingdezhen 333403,China

出　　处：《Acta Mathematicae Applicatae Sinica》2025年第2期573-587,共15页应用数学学报(英文版)

基　　金：supported by Doctoral Scientific Research Starting Foundation of Jingdezhen Ceramic University(No.102/01003002031);Academic Achievement Re-cultivation Projects of Jingdezhen Ceramic University(No.215/20506341 and No.215/20506277).

摘　　要：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.

关 键 词：moderate deviations marked Hawkes processes self-exciting processes 

分 类 号：O211[理学—概率论与数理统计]