2020
DOI: 10.1016/j.spa.2020.03.015
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Fluctuations for spatially extended Hawkes processes

Abstract: In a previous paper [9], it has been shown that the mean-field limit of spatially extended Hawkes processes is characterized as the unique solution u(t, x) of a neural field equation (NFE). The value u(t, x) represents the membrane potential at time t of a typical neuron located in position x, embedded in an infinite network of neurons. In the present paper, we complement this result by studying the fluctuations of such a stochastic system around its mean field limit u(t, x). Our first main result is a central… Show more

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Cited by 8 publications
(7 citation statements)
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“…One should also mention the functional fluctuation result recently obtained in [42], also in a pure mean-field setting. A result closer to our case with spatial extension is [18], where a functional CLT is obtained for the spatial profile U N around its limit. Note here that all of these works provide approximation results of quantities such that λ N or U N that are either valid on a bounded time interval [0, T ] or under strict growth condition on T (see in particular the condition T N → 0 for the CLT in [28]), whereas we are here concerned with time-scales that grow polynomially with N .…”
Section: Link With the Literaturesupporting
confidence: 77%
“…One should also mention the functional fluctuation result recently obtained in [42], also in a pure mean-field setting. A result closer to our case with spatial extension is [18], where a functional CLT is obtained for the spatial profile U N around its limit. Note here that all of these works provide approximation results of quantities such that λ N or U N that are either valid on a bounded time interval [0, T ] or under strict growth condition on T (see in particular the condition T N → 0 for the CLT in [28]), whereas we are here concerned with time-scales that grow polynomially with N .…”
Section: Link With the Literaturesupporting
confidence: 77%
“…In addition to the law of large numbers in the mean-field model, a central limit theorem is proved in [22]. Another branch of research studies a mean-field limit of a spatially extended (geometric) Hawkes process, showing a law of large numbers [9] and central limit theorem [10]. Here, a first proof of the neural field equation could be obtained.…”
Section: Introductionmentioning
confidence: 95%
“…The circular environment we study can be regarded as a spacediscretized stochastic neural field but the exact expression of the continuous equation and its physical interpretation is unclear and will be subject of future work. Ideally, one would want to be able to prove the convergence to such an equation, as in [170] in the case without STP.…”
Section: Theoretical Challengesmentioning
confidence: 99%