Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes

Wilfrid S. Kendall, Jesper Møller

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

112 Citationer (Scopus)

Abstract

In this paper we investigate the application of perfect simulation, in particular Coupling from the Past (CFTP), to the simulation of random point processes. We give a general formulation of the method of dominated CFTP and apply it to the problem of perfect simulation of general locally stable point processes as equilibrium distributions of spatial birth-and-death processes. We then investigate discrete-time Metropolis-Hastings samplers for point processes, and show how a variant which samples systematically from cells can be converted into a perfect version. An application is given to the Strauss point process.

OriginalsprogEngelsk
TidsskriftAdvances in Applied Probability
Vol/bind32
Udgave nummer3
Sider (fra-til)844-865
Antal sider22
ISSN0001-8678
StatusUdgivet - sep. 2000

Fingeraftryk

Dyk ned i forskningsemnerne om 'Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes'. Sammen danner de et unikt fingeraftryk.

Citationsformater