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Marked Point Process


A marked point process with mark space E is a double sequence

 (T,Y)=((T_n)_(n>=1),(Y_n)_(n>=1))

of R^^^+-valued random variables and E^_-valued random variables Y_n defined on a probability space (Omega,F,P) such that T=(T_n)_(n>=1) is a simple point process (SPP) and:

1. P(Y_n in E,T_n<infty)=P(T_n<infty) for n>=1;

2. P(Y_n=del ,T_n=infty)=P(T_n=infty) for n>=1.

Here, P denotes probability, del denotes the so-called irrelevant mark which is used to describe the mark of an event that never occurs, and E^_=E union {del }.

This definition is similar to the definition of an SPP in that it describes a sequence of time points marking the occurrence of events. The difference is that these events may be of different types where the type (i.e., the mark) of the nth event is denoted by Y_n. Note that, because of the inclusion of the irrelevant mark del , marking will assign values Y_n for all n--even when T_n=infty, i.e., when the nth event never occurs (Jacobsen 2006).


See also

Mark Space, Point Process, Self-Correcting Point Process, Self-Exciting Point Process, Simple Point Process, Spatial Point Process, Spatial-Temporal Point Process, Temporal Point Process

This entry contributed by Christopher Stover

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References

Jacobsen, M. Point Process Theory and Applications: Marked Point and Piecewise Deterministic Process. Boston: Birkhäuser, 2006.

Cite this as:

Stover, Christopher. "Marked Point Process." From MathWorld--A Wolfram Web Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/MarkedPointProcess.html

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