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Self-Correcting Point Process


A point process N is called self-correcting if

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

for s<t<u where here, cov denotes the covariance of the two quantities. Intuitively, a process is self-correcting if 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

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References

Schoenberg, F. P. "Introduction to Point Processes."

Cite this as:

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

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