A temporal point process is a random process whose realizations consist of the times of isolated events.
Note that in some literature, the values are assumed to be arbitrary real
numbers while the index set
is assumed to be the set
of integers (Schoenberg 2002);
on the other hand, some authors view temporal point processes as binary events
so that
takes values in a two-element set for each
, and further assume that the index set
is some finite set of points
(Liam 2013). The prior perspective corresponds to viewing temporal point processes
as how long events occur where the events themselves are spaced according to a discrete
set of time parameters; the latter view corresponds to viewing temporal point processes
as indications of whether or not a finite number of events has occurred.
The behavior of a simple temporal point process
is typically modeled by specifying its conditional
intensity
.
Indeed, a number of specific examples of temporal point processes are defined merely
by specifying their conditional intensity functions, e.g., the Poisson
and Hawkes processes.