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Process-Level Large Deviations for Nonlinear Hawkes Point Processes (1108.2431v3)
Published 11 Aug 2011 in math.PR
Abstract: In this paper, we prove a process-level, also known as level-3 large deviation principle for a very general class of simple point processes, i.e. nonlinear Hawkes process, with a rate function given by the process-level entropy, which has an explicit formula.
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