Palm construction conjecture for critical Hawkes processes

Let FF be a displacement distribution and let N0N_0 be the random counting measure constructed from the renewal and random-walk occupation measures in the paper, with distribution L0L_0. Let λ>0\lambda>0. Palm construction conjecture. If FF is transient, then N0N_0 defines a point process, and λL0\lambda L_0 is the Palm measure of a stationary point process with finite average intensity λ\lambda, namely the critical (λ,F)(\lambda,F)-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.

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Primary source

Matthias Kirchner, “A note on critical Hawkes processes”, arXiv:1706.03975 (2017).

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