Évènements

Hawkes processes are a family of point processes for which the occurrence of any event increases the probability of further events occurring. Although the linear Hawkes process, for which a representation in the form of a superposition of branching processes exists, is particularly well studied, difficulties remain in estimating the parameters of the process from imperfect data (noisy, missing or aggregated data), since the usual estimation methods based on maximum likelihood or least squares do not necessarily offer theoretical guarantees or are numerically too costly.
In this work, we propose a spectral approach well-adapted to this context, for which we prove consistency and asymptotic normality. In order to derive these properties, we show that Hawkes processes can be studied through the scope of mixing, opening the use of central limit theorems that already exist in the literature.
I will then present two applications of this approach: to aggregated data (joint work with Gabriel Lang); and to noisy data (joint work with Anna Bonnet, Miguel Martinez and Maxime Sangnier).

The twin prime conjecture asserts that there are infinitely many primes p for which p+2 is also prime. This conjecture appears far out of reach of current mathematical techniques. However, in 2013 Zhang achieved a breakthrough, showing that there exists some positive integer h for which p and p+h are both prime infinitely often. Equidistribution estimates for primes in arithmetic progressions to smooth moduli were a key ingredient of his work. In this talk, I will sketch what role these estimates play in proofs of bounded gaps between primes. I will also show how a refinement of the q-van der Corput method can be used to improve on equidistribution estimates of the Polymath project for primes in APs to smooth moduli.