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About this paper

Julien Chevallier, Maria J. Caceres, Marie Doumic, Patricia Reynaud-Bouret

The authors derive a weak, measure-valued age equation for point-process mean age distributions. Its effective firing rate is the process intensity conditioned on current age, not its unconditional average. They apply the result to Poisson, renewal, generalized Wold, and Hawkes models. For Hawkes processes, the rate can retain pre-zero history, so initial age alone may not determine it.

Summary by alphaXiv.

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