LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Theory of nonstationary Hawkes processes.

Photo by dulhiier from unsplash

We expand the theory of Hawkes processes to the nonstationary case, in which the mutually exciting point processes receive time-dependent inputs. We derive an analytical expression for the time-dependent correlations,… Click to show full abstract

We expand the theory of Hawkes processes to the nonstationary case, in which the mutually exciting point processes receive time-dependent inputs. We derive an analytical expression for the time-dependent correlations, which can be applied to networks with arbitrary connectivity, and inputs with arbitrary statistics. The expression shows how the network correlations are determined by the interplay between the network topology, the transfer functions relating units within the network, and the pattern and statistics of the external inputs. We illustrate the correlation structure using several examples in which neural network dynamics are modeled as a Hawkes process. In particular, we focus on the interplay between internally and externally generated oscillations and their signatures in the spike and rate correlation functions.

Keywords: nonstationary hawkes; network; theory nonstationary; topology; hawkes processes

Journal Title: Physical Review E
Year Published: 2017

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.