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Some counting and interval properties of the mutually-exciting processes

Published online by Cambridge University Press:  14 July 2016

L. Adamopoulos
L. Adamopoulos*
Affiliation:
University of Durham
*
∗ Now at the University of Thessalonika, Greece.
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Abstract

By using a cluster representation of the mutually-exciting processes their probability generating functional is derived. This is used to obtain some counting and interval properties of the process. The theoretical results are applied to a numerical example.

Keywords

CLUSTER PROCESSPOINT PROCESSMUTUALLY-EXCITING PROCESSES

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 12 , Issue 1 , March 1975, pp. 78 - 86
Copyright
Copyright © Applied Probability Trust 1975 

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References

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