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

Wilfrid S. Kendall, Jesper Møller

Research output: Contribution to journalJournal articleResearchpeer-review

112 Citations (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.

Original languageEnglish
JournalAdvances in Applied Probability
Volume32
Issue number3
Pages (from-to)844-865
Number of pages22
ISSN0001-8678
Publication statusPublished - Sept 2000

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