Ergodicity conjecture for the inhibited discrete-time Hawkes process
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.
Sources & referencesView supporting material
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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