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Characterization and Simplification of Non-simple Marked Point Processes
Abstract
Simple point processes are often characterized by their associated compensators or conditional intensities. For non-simple point processes, however, the conditional intensity and compensator do not uniquely determine the distribution of the process. Various ways of characterizing non-simple multivariate point processes are discussed here, some important classes of separable non-simple processes are investigated, and methods of simplification involving thinning, rescaling, and changing the mark space are presented.