Ergodicity conjecture for the inhibited discrete-time Hawkes process
Let be parameters of the Markov chain . Let be the polynomial associated with these parameters, and write for its discriminant. Ergodicity conjecture. If and are such that
then 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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