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若干相互激励点过程的点谱
Summary The point spectral matrix is obtained for a class of mutually exciting point processes. The solution makes use of methods similar to those used in solving Wiener–Hopf integral equations.
若干自激与互激点过程的谱
In recent years methods of data analysis for point processes have received some attention, for example, by Cox & Lewis (1966) and Lewis (1964). In particular Bartlett (1963a, b) has introduced methods of analysis based on the point spectrum. Theoretical models are relatively sparse. In this paper the theoretical properties of a class of processes with particular reference to the point spectrum or corresponding covariance density functions are discussed. A particular result…