Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues

Gao, XF; Zhu, LJ

Gao, XF (reprint author), Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China.

QUEUEING SYSTEMS, 2018; 90 (1-2): 161

Abstract

A univariate Hawkes process is a simple point process that is self-exciting and has a clustering effect. The intensity of this point process is given ......

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