Some counting and interval properties of the mutually-exciting processes
- 1 March 1975
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 12 (1) , 78-86
- https://doi.org/10.2307/3212409
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
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