Ergodicity conjecture for the inhibited discrete-time Hawkes process

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Let a,b,c∈Ra,b,c\in\mathbb{R} be parameters of the Markov chain (Xn)(X_n). Let PP be the polynomial associated with these parameters, and write Disc⁡(P)\operatorname{Disc}(P) for its discriminant. Ergodicity conjecture. If b≤1b\leq 1 and c<0c<0 are such that

Disc⁡(P)<0,\operatorname{Disc}(P)<0,

then (Xn)(X_n) is an ergodic Markov chain.

This conjecture proposes a slight relaxation of the assumptions used in the paper's proven recurrence theorem, motivated by numerical experiments. The available context does not establish the claim, so its resolution remains open.

References

Primary source

Manon Costa, Pascal Maillard and Anthony Muraro, “Stability of discrete-time Hawkes process with inhibition: towards a general condition”, arXiv:2409.01660 (2024).

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