


























A cluster representation for a Hawkes process with renewal immigration is obtained. The centre and satellite processes are indicated as a renewal process and generalized branching processes respectively. It is confirmed that the proposed construction indeed represents a cluster process and it is verified that it admits the desired intensity. Finally, the probability generating functional is computed for the stationary limit case.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。