- Accepted Paper
Critical Hawkes processes with random fertilities: Stationarity in law beyond infinite mean activity
Phys. Rev. E - Accepted 14 October, 2026
DOI: https://doi.org/10.1103/cqvj-df58
Phys. Rev. E - Accepted 14 October, 2026
DOI: https://doi.org/10.1103/cqvj-df58
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 , the probability that a cluster born at time contributes at least one event to a window of length . For offspring waiting-time tails $\Pp(S>t)\sim t^{-\theta}$ and fertility tails $\Pp(\kappa>x)\sim x^{-\gamma}$, a finite-mean-lifetime argument rigorously establishes stationarity for and , 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 (=) in the infinite-fertility-variance regime. Below this boundary, is nonintegrable. At the marginal point , a refined Laplace-Tauberian analysis yields , which is also nonintegrable, demonstrating that the critical Hawkes process remains nonstationary at the boundary . 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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