Field master equation theory of the self-excited Hawkes process
A field theoretical framework is developed for the Hawkes self-excited point process with arbitrary memory kernels by embedding the original non-Markovian one-dimensional dynamics onto a Markovian infinite-dimensional one. The corresponding Langevin dynamics of the field variables is given by stocha...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
American Physical Society
2020-09-01
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| Series: | Physical Review Research |
| Online Access: | http://doi.org/10.1103/PhysRevResearch.2.033442 |