Determinantal point processes offer a robust probabilistic framework for generating and analysing well‐distributed point configurations. Their intrinsic repulsive behaviour, governed by kernel ...

Hawkes processes represent a class of self-exciting point processes wherein each event increases the likelihood of subsequent events occurring over a short period. Initially developed by Alan Hawkes ...

We establish a central limit theorem and a large deviations principle for affine point processes, which are stochastic models of correlated event timing widely used in finance and economics. These ...

Philosophical Transactions: Mathematical, Physical and Engineering Sciences, Vol. 378, No. 2166, Discussion meeting issue: Numerical algorithms for high-performance computational science (6 March 2020 ...