Generalised shot noise Cox processes

Jesper Møller, Giovanni Luca Torrisi

Research output: Contribution to journalJournal articleResearchpeer-review

34 Citations (Scopus)

Abstract

We introduce a class of cox cluster processes called generalised shot noise Cox processes (GSNCPs), which extends the definition of shot noise Cox processes (SNCPs) in two directions: the point process that drives the shot noise is not necessarily Poisson, and the kernel of the shot noise can be random. Thereby, a very large class of models for aggregated or clustered point patterns is obtained. Due to the structure of GSNCPs, a number of useful results can be established. We focus first on deriving summary statistics for GSNCPs and, second, on how to simulate such processes. In particular, results on first- and second-order moment measures, reduced Palm distributions, the J-function, simulation with or without edge effects, and conditional simulation of the intensity function driving a GSNCP are given. Our results are exemplified in important special cases of GSNCPs, and we discuss their relation to the corresponding results for SNCPs.
Original languageEnglish
JournalAdvances in Applied Probability
Volume37
Issue number1
Pages (from-to)48-74
ISSN0001-8678
DOIs
Publication statusPublished - 2005

Keywords

  • Cluster process
  • Conditional simulation
  • Geometric ergodicity
  • Metropolis-Hastings algorithm
  • Spatial point process

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