A class of interacting marked point processes: Rate of convergence to equilibrium

Journal of Applied Probability

Volumn 39, Issue 1, 2002, Pages 137-160

  Torrisi, G L ^a  

^a CNR   (Italy)

Author keywords

Birth and death processes; Ergodicity; Hawkes processes; Loss networks; Point processes; Stochastic intensity

Indexed keywords

EID: 0035998654     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1019737994     Document Type: Article

References (16)

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4. A cluster process representation of a self-exciting process
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6. Teilprozesse Poissonscher Prozesse
7. Coupling with compensators
8. Stability results for a general class of interacting point processes dynamics, and applications
9. On Lewis' simulation method for point processes