Hawkes_process
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From Wikipedia, the free encyclopedia In probability theory and statistics, a Hawkes process is an age-dependent branching process driven by immigration from an inhomogeneous Poisson process. The process, named after Alan G. Hawkes, is also called a self-exciting point process.[1], i.e., the occurrence of an event increases the likelihood of another event occurring. It has arrivals at times where the infinitesimal probability of an arrival during the time interval is The function is the intensity of an underlying Poisson process. The first arrival occurs at time and immediately after that,…
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