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research article

Mean-field limit of age and leaky memory dependent Hawkes processes

Schmutz, Valentin  
July 1, 2022
Stochastic Processes And Their Applications

We propose a mean-field model of interacting point processes where each process has a memory of the time elapsed since its last event (age) and its recent past (leaky memory), generalizing Age-dependent Hawkes processes. The model is motivated by interacting nonlinear Hawkes processes with Markovian self-interaction and networks of spiking neurons with adaptation and short-term synaptic plasticity. By proving propagation of chaos and using a path integral representation for the law of the limit process, we show that, in the mean-field limit, the empirical measure of the system follows a (c) 2022 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).

  • Details
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Type
research article
DOI
10.1016/j.spa.2022.03.006
Web of Science ID

WOS:000792916500002

Author(s)
Schmutz, Valentin  
Date Issued

2022-07-01

Publisher

ELSEVIER

Published in
Stochastic Processes And Their Applications
Volume

149

Start page

39

End page

59

Subjects

Statistics & Probability

•

Mathematics

•

hawkes process

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mean-field approximation

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nonlocal transport equation

•

propagation of chaos

•

erlang

•

kernel

•

short-term synaptic plasticity

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spiking neurons

•

functional connectivity

•

network

•

model

•

populations

•

propagation

•

dynamics

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LCN  
Available on Infoscience
May 23, 2022
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/187967
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