Construction of SPPs and MPPs

Abstracts

This chapter contains the fundamental construction of canonical point processes (i.e., probabilities on the sequence spaces K and K_E), canonical counting processes (probabilities on the space W) and canonical random counting measures (probabilities on the space M). The construction is performed using successive regular conditional distributions. The chapter also has a section on how to view certain types of continuous time stochastic processes as MPPs, an approach examined in detail in Chapters 6 and 7. Finally, a number of basic examples that will reappear at various points in the text are presented.