A point process is called self-exciting if
for where here, denotes the covariance of the two quantities. Intuitively, a process is self-exciting if the occurrence of past points makes the occurrence of future points more probable.
A point process is called self-exciting if
for where here, denotes the covariance of the two quantities. Intuitively, a process is self-exciting if the occurrence of past points makes the occurrence of future points more probable.
This entry contributed by Christopher Stover
Stover, Christopher. "Self-Exciting Point Process." From MathWorld--A Wolfram Web Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/Self-ExcitingPointProcess.html