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Record W2060940929 · doi:10.1239/jap/1378401234

Central Limit Theorem for Nonlinear Hawkes Processes

2013· article· en· W2060940929 on OpenAlexfundno aff
Lingjiong Zhu

Bibliographic record

VenueJournal of Applied Probability · 2013
Typearticle
Languageen
FieldMathematics
TopicPoint processes and geometric inequalities
Canadian institutionsnot available
FundersDefense Advanced Research Projects AgencyYork UniversityNational Science Foundation
KeywordsStrassen algorithmLaw of the iterated logarithmPoint processCentral limit theoremMathematicsInvariance principleNonlinear systemLogarithmLimit (mathematics)Iterated functionStatistical physicsApplied mathematicsMathematical economicsCalculus (dental)Pure mathematicsMathematical analysisStatistics

Abstract

fetched live from OpenAlex

The Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance, and many other fields. In this paper we obtain a functional central limit theorem for the nonlinear Hawkes process. Under the same assumptions, we also obtain a Strassen's invariance principle, i.e. a functional law of the iterated logarithm.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.011
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.004
Threshold uncertainty score0.022

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.011
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0020.001
Science and technology studies0.0010.003
Scholarly communication0.0010.003
Open science0.0020.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0040.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.053
GPT teacher head0.291
Teacher spread0.238 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations95
Published2013
Admission routes1
Has abstractyes

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