A point process 
is called self-exciting if
 |
for 
where here, 
denotes the covariance of the two quantities. Intuitively,
a process is self-exciting if the occurrence of past points makes the occurrence
of future points more probable.
Self-Exciting Point Process
See also
Marked Point Process, Point Process, Self-Correcting Point Process, Simple Point Process, Spatial Point Process, Spatial-Temporal Point Process, Temporal Point ProcessThis entry contributed by Christopher Stover
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References
Schoenberg, F. P. "Introduction to Point Processes."Referenced on Wolfram|Alpha
Self-Exciting Point ProcessCite this as:
Stover, Christopher. "Self-Exciting Point Process." From MathWorld--A Wolfram Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/Self-ExcitingPointProcess.html