Note on the approximation of the conditional intensity of non-stationary cluster point processes

Edith Gabriel; Joël Chadoeuf

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arXiv · 2110.13738

Note on the approximation of the conditional intensity of non-stationary cluster point processes

Edith Gabriel·Joël Chadoeuf

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Abstract

In this note we consider non-stationary cluster point processes and we derive their conditional intensity, i.e. the intensity of the process given the locations of one or more events of the process. We then provide some approximations of the conditional intensity.

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Edith Gabriel, Joël Chadoeuf. 2021-12-01. Note on the approximation of the conditional intensity of non-stationary cluster point processes. https://arxiv.org/abs/2110.13738

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