MODEL 08 // Correlated Incident Cascades & Aftershocks

Hawkes Self-Exciting Cascade Process

Applied Physics Catalogue
Governing Mathematical Equation
λ(t)=μ(t)+∑ti<tαe−β(t−ti)\lambda(t) = \mu(t) + \sum_{t_i < t} \alpha e^{-\beta(t - t_i)}

Systemic Risk Mechanism & Physics Formulation

Self-exciting point process modeling temporal clustering of physical security breaches, where one incident elevates the probability of subsequent cascade events.

Key Technical Deliverables

>Temporal Incident Cluster Intensity λ(t)
>Secondary Aftershock Impact Probability
>Cascading Control Loop Failure Forecasting