Note on the approximation of the conditional intensity of non-stationary cluster point processes

TL;DR

This paper investigates non-stationary cluster point processes, deriving their conditional intensity and proposing approximations to facilitate analysis of such processes in practical scenarios.

Contribution

It introduces methods to approximate the conditional intensity of non-stationary cluster point processes, enhancing understanding and modeling capabilities.

Findings

Derived explicit formulas for conditional intensity.

Proposed practical approximation techniques.

Facilitated analysis of non-stationary cluster processes.

Abstract

In this note we consider non-stationary cluster point processes and we derive their conditional intensity, i.e. the intensity of the process given the locations of one or more events of the process. We then provide some approximations of the conditional intensity.