A Markovian multivariate Hawkes population process has a closed-form joint transform, with recursive formulas and block-matrix algorithms for all transient and stationary moments.
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Markovian multivariate Hawkes population processes: Efficient evaluation of moments
A Markovian multivariate Hawkes population process has a closed-form joint transform, with recursive formulas and block-matrix algorithms for all transient and stationary moments.