Conditional uniformity and hawkes processes
Year of publication: |
2024
|
---|---|
Authors: | Daw, Andrew |
Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 49.2024, 1, p. 40-57
|
Subject: | cluster duration | compensators | conditional uniformity | Dyck paths | Hawkes processes | parking functions | self-excitement | time change |
-
Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path
Kousha, Termeh, (2012)
-
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints
Bernis, Guillaume, (2001)
-
Equilibrium in a reinsurance market with short sale constraints
Bernis, Guillaume, (2002)
- More ...
-
New Perspectives on the Erlang-A Queue
Daw, Andrew, (2017)
-
On the Distributions of Infinite Server Queues With Batch Arrivals
Daw, Andrew, (2021)
-
Queues Driven by Hawkes Processes
Daw, Andrew, (2021)
- More ...