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Download the Paper (186 K, PDF file) - January 1, 2004 Tell a colleague about it. Printing Tips: Select 'print as image' in the Acrobat print dialog if you have trouble printing.

ABSTRACT:
Simple point processes are often characterized by their associated compensators or conditional intensities. For non-simple point processes, however, the conditional intensity and compensator do not uniquely determine the distribution of the process. Various ways of characterizing non-simple multivariate point processes are discussed here, some important classes of separable non-simple processes are investigated, and methods of simplification involving thinning, rescaling, and changing the mark space are presented.

SUGGESTED CITATION:
Frederic P. Schoenberg, "Characterization and Simplification of Non-simple Marked Point Processes" (January 1, 2004). Department of Statistics, UCLA. Department of Statistics Papers. Paper 2004010105.
http://repositories.cdlib.org/uclastat/papers/2004010105