Palm construction conjecture for critical Hawkes processes
Palm construction conjecture for critical Hawkes processes
Let be a displacement distribution and let be the random counting measure constructed from the renewal and random-walk occupation measures in the paper, with distribution . Let . Palm construction conjecture. If is transient, then defines a point process, and is the Palm measure of a stationary point process with finite average intensity , namely the critical -Hawkes process. The construction connects transience to local finiteness and to the existence of a stationary critical Hawkes process; the supplied text gives no resolution of the assertion.
Sources & referencesView supporting material
Primary source
Matthias Kirchner, “A note on critical Hawkes processes”, arXiv:1706.03975 (2017).
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