Large Deviations of Poisson Cluster Processes

Author: Bordenave Charles  

Publisher: Taylor & Francis Ltd

ISSN: 1532-6349

Source: Stochastic Models, Vol.23, Iss.4, 2007-10, pp. : 593-625

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Abstract

In this paper we prove scalar and sample path large deviation principles for a large class of Poisson cluster processes. As a consequence, we provide a large deviation principle for ergodic Hawkes point processes.