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We study a multivariate, non-linear Hawkes process on a -Erdős-Rényi-graph with nodes. Each vertex is either excitatory (probability ) or inhibitory (probability ). If , we take the mean-field limit of , leading to a multivariate point process . We rescale the interaction intensity by and find that the limit intensity process solves a deterministic convolution equation and all components of are independent. The fluctuations around the mean field limit converge to the solution of a stochastic convolution equation. In the critical case, , we rescale by and discuss difficulties, both heuristically and numerically.

生成讲解博客的中文版本

生成AI智能校验的中文版本