TOPICS
Search

Self-Correcting Point Process


A self-correcting point process, in the covariance formulation, is a temporal point process N such that

 cov(N(s,t),N(t,u))<0

for s<t<u in its time domain, assuming these covariances exist. Here, N(s,t) denotes the number of points in the interval (s,t], and cov denotes covariance (Schoenberg 2011). Intuitively, the occurrence of past points inhibits the occurrence of future points.


See also

Marked Point Process, 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

Explore with Wolfram|Alpha

References

Schoenberg, F. P. "Introduction to Point Processes." In Wiley Encyclopedia of Operations Research and Management Science. New York: Wiley, 2011. https://doi.org/10.1002/9780470400531.eorms0425.

Referenced on Wolfram|Alpha

Self-Correcting Point Process

Cite this as:

Weisstein, Eric W., with contributions by Christopher Stover. "Self-Correcting Point Process." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Self-CorrectingPointProcess.html

Subject classifications