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Critical Hawkes processes with random fertilities: Stationarity in law beyond infinite mean activity

Didier Sornette

Phys. Rev. E 114, 054113 – Published 6 November, 2026

DOI: https://doi.org/10.1103/cqvj-df58

Abstract

Genuinely critical dynamics have been proposed to organize many natural and social systems, yet exact criticality is usually thought to preclude stationarity because the mean activity diverges. I show that this conclusion is not generally valid for self-exciting Hawkes point processes. At criticality, stationarity in law is controlled not by the mean intensity but by local finiteness of the infinite-past Poisson-cluster construction. The relevant quantity is the fixed-window hitting probability HT(u), the probability that a cluster born at time −u contributes at least one event to a window of length T. For offspring waiting-time tails P(S>t)∼t−θ and fertility tails P(κ>x)∼x−γ, a finite-mean-lifetime argument rigorously establishes stationarity for 1<γ<2 and θ>γ, while the finite-memory, finite-variance critical regime is nonstationary. A direct asymptotic analysis of the exact fixed-window nonlinear renewal equation identifies the precise local-finiteness boundary θ=γ−1 in the infinite-fertility-variance regime. Below this boundary, HT is nonintegrable. At the marginal point θ=γ−1, a refined Laplace-Tauberian analysis yields HT(u)∼[lnu]1/(γ−1)u, which is also nonintegrable, demonstrating that the critical Hawkes process remains nonstationary at the boundary θ=γ−1. Direct numerical solutions of the exact renewal equation confirm the predicted power-law and logarithmic regimes across the transition. Thus broad fertility fluctuations can sustain a locally finite stationary critical Hawkes process with positive immigration even though its stationary mean intensity is infinite.

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