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.
Originalsprog | Engelsk |
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Tidsskrift | Advances in Applied Probability |
Vol/bind | 32 |
Udgave nummer | 3 |
Sider (fra-til) | 844-865 |
Antal sider | 22 |
ISSN | 0001-8678 |
Status | Udgivet - sep. 2000 |