Scholarship 16/17789-4 - Processos estocásticos especiais, Estabilidade - BV FAPESP
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Stability, statistical selection of models and hydrodynamic boundary for interacting chains with variable reach memory

Grant number: 16/17789-4
Support Opportunities:Scholarships in Brazil - Post-Doctoral
Start date until: December 01, 2016
End date until: February 28, 2018
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Probability
Principal Investigator:Pablo Augusto Ferrari
Grantee:Guilherme Ost de Aguiar
Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Associated research grant:13/07699-0 - Research, Innovation and Dissemination Center for Neuromathematics - NeuroMat, AP.CEPID

Abstract

My research has been mostly focused on statistical model selection for systems of discrete time interacting chains with memory of variable length introduced by Galves-Löcherbach recentlyas well as on stability properties and hydrodynamic limits for their continuous timecounterparts. In this research proposal we present some results recently achievedand address future challenges for research within the mission of the research centerNeuroMat which we intend to investigate. (AU)

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Scientific publications (5)
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
CHEVALLIER, J.; DUARTE, A.; LOCHERBACH, E.; OST, G.. Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels. Stochastic Processes and their Applications, v. 129, n. 1, p. 1-27, . (13/07699-0, 16/17791-9, 16/17789-4)
DUARTE, ALINE; LOCHERBACH, EVA; OST, GUILHERME. Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels. ESAIM-PROBABILITY AND STATISTICS, v. 23, p. 770-796, . (16/17791-9, 13/07699-0, 16/17789-4)
HERNANDEZ, NOSLEN; DUARTE, ALINE; OST, GUILHERME; FRAIMAN, RICARDO; GALVES, ANTONIO; VARGAS, CLAUDIA D.. Retrieving the structure of probabilistic sequences of auditory stimuli from EEG data. SCIENTIFIC REPORTS, v. 11, n. 1, . (16/22053-7, 13/07699-0, 16/17791-9, 16/17789-4)
DUARTE, ALINE; FRAIMAN, RICARDO; GALVES, ANTONIO; OST, GUILHERME; VARGAS, CLAUDIA D.. Retrieving a Context Tree from EEG Data. MATHEMATICS, v. 7, n. 5, . (16/17791-9, 13/07699-0, 16/17789-4)
DUARTE, ALINE; GALVES, ANTONIO; LOCHERBACH, EVA; OST, GUILHERME. Estimating the interaction graph of stochastic neural dynamics. BERNOULLI, v. 25, n. 1, p. 771-792, . (16/17791-9, 13/07699-0, 16/17789-4)

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