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Process-level large deviations for nonlinear Hawkes point processes. (English. French summary) Zbl 1296.60129
Summary: We prove a process-level, also known as level-3 large deviation principle for a very general class of simple point processes, i.e. nonlinear Hawkes process, with a rate function given by the process-level entropy, which has an explicit formula.

MSC:
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
60F10 Large deviations
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