Hawkes branching point processes without ancestors

Citation
P. Bremaud et L. Massoulie, Hawkes branching point processes without ancestors, J APPL PROB, 38(1), 2001, pp. 122-135
Citations number
15
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF APPLIED PROBABILITY
ISSN journal
00219002 → ACNP
Volume
38
Issue
1
Year of publication
2001
Pages
122 - 135
Database
ISI
SICI code
0021-9002(200103)38:1<122:HBPPWA>2.0.ZU;2-0
Abstract
In this article, we prove the existence of critical Hawkes point processes with a finite average intensity, under a heavy-tail condition for the ferti lity rate which is related to a long-range dependence property. Criticality means that the fertility rate integrates to 1, and corresponds to the usua l critical branching process, and, in the context of Hawkes point processes with a finite average intensity, it is equivalent to the absence of ancest ors. We also prove an ergodic decomposition result for stationary critical Hawkes point processes as a mixture of critical Hawkes point processes, and we give conditions for weak convergence to stationarity of critical Hawkes point processes.