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Date: 30-4-2021
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Date: 4-5-2021
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Date: 14-4-2021
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The conditional intensity associated to a temporal point process is defined to be the expected infinitesimal rate at which events are expected to occur around time given the history of at times prior to time . Algebraically,
provided the limit exists where here, is the history of over all times strictly prior to time .
REFERENCES:
Schoenberg, F. P. "Introduction to Point Processes."
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