Interacting Hawkes processes with multiplicative inhibition

16.02.2022, 10:00  –  Online (Zoom)
Forschungsseminar Statistik

Celine Duval (Université de Paris)

Abstract: After a shot introduction on Hawkes processes, we introduce a general class of mean-field interacting nonlinear Hawkes processes modelling the reciprocal interactions between two neuronal populations, one excitatory and one inhibitory. The model incorporates two features: inhibition, which acts as a multiplicative factor onto the intensity of the excitatory population and additive retroaction from the excitatory neurons onto the inhibitory ones. We detail the well-posedness of this interacting system as well as its dynamics in large population. The analysis of the longtime behavior of the mean-field limit process can be explicated. We illustrate numerically that inhibition and retroaction may be responsible for the emergence of limit cycles. (j.w. with E. Luçon and C. Pouzat)


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