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In this article we obtain rates of convergence to equilibrium of marked Hawkes processes in two situations. Firstly, the stationary process is the empty process, in which case we speak of the rate of extinction. Secondly, the stationary process is the unique stationary and nontrivial marked Hawkes process, in which case we speak of the rate of installation. The first situation models small epidemics, whereas the results in the second case are useful in deriving stopping rules for simulation algorithms of Hawkes processes with random marks.
The paper deals with asymptotic stationarity of the process where is a vector in with non-negative coordinates, is an -valued process, S is a separable metric space and all operations in are meant in the coordinate-wise sense. It is shown that a type of asymptotic stationarity of (X, Y), together with some conditions, implies the same type of asymptotic stationarity of (w, X, Y). This result is applied to analyze asymptotic stationarity of multichannel queues. It may also be used to analyze asymptotic stationarity of series of multichannel queues.
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