We consider oscillatory systems of interacting Hawkes processes introduced in Ditlevsen and Löcherbach (Stoch Process Appl 2017, http://arxiv.org/abs/1512.00265) to model multi-class systems of interacting neurons together with the diffusion approximations of their intensity processes. This diffusion, which incorporates the memory terms defining the dynamics of the Hawkes process, is hypo-elliptic. It is given by a high-dimensional chain of differential equations driven by 2-dimensional Brownian motion. We study the large population, i.e., small noise limit of its invariant measure for which we establish a large deviation result in the spirit of Freidlin and Wentzell.
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