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报告题目：Self-Exciting Point Processes

报 告 人：Lingjiong Zhu 博士(明尼苏达大学双城分校)

报告时间：7月10日（周五）下午15:00—16:00

报告地点：4号楼4232室

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                            2015年7月8日

Abstract: Self-exciting point processes are simple point processes that have been widely used in neuroscience, sociology, finance and many other fields. In many contexts, self-exciting point processes can model the complex systems in the real world better than the standard Poisson processes. We will discuss the Hawkes process, the most studied self-exciting point process in the literature. We will talk about the limit theorems and asymptotics in different regimes. Extensions to Hawkes processes and other self-exciting point processes will also be discussed.