Authors
Pierre Brémaud, Laurent Massoulié
Publication date
1996/7/1
Journal
The Annals of Probability
Pages
1563-1588
Publisher
Institute of Mathematical Statistics
Description
We address the problem of the convergence to equilibrium of a general class of point processes, containing, in particular, the nonlinear mutually exciting point processes, an extension of the linear Hawkes processes, and give general conditions guaranteeing the existence of a stationary version and the convergence to equilibrium of a nonstationary version, both in distribution and in variation. We also give a new proof of a result of Kerstan concerning point processes with bounded intensity and general nonlinear dynamics satisfying a Lipschitz condition.
Total citations
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Scholar articles
P Brémaud, L Massoulié - The Annals of Probability, 1996