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arXiv · 1202.0951

Deconvolution of point processes

Daniel Edward Clark
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Abstract

The superposition of two independent point processes can be described by multiplication of their probability generating functionals (p.g.fl.s). The inverse operation, which can be viewed as a deconvolution, is defined by dividing the superposed process by one of its constituent p.g.fl.s. The deconvolved process is computed using the higher-order chain rule for Gateaux differentials. The higher-order quotient rule for Gateaux differentials is first established and then applied to point processes.

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Daniel Edward Clark. 2012-02-05. Deconvolution of point processes. https://arxiv.org/abs/1202.0951

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