A marked point process in the simple temporal setting with mark space
is a double sequence
of -valued
random variables
and
-valued random variables
defined on a probability
space
such that
is a simple
point process (SPP) and:
1.
for
;
2.
for
.
Here, ,
denotes probability, and
denotes the so-called irrelevant mark, chosen outside
and used for an event that never occurs.
The extended mark space is
.
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 th event is denoted by
. Note that, because of the inclusion of the irrelevant mark
,
marking will assign values
for all
--even when
, i.e., when the
th event never occurs (Jacobsen 2006).