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Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes
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UNSPECIFIED (2000) Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. ADVANCES IN APPLIED PROBABILITY, 32 (3). pp. 844-865. ISSN 0001-8678
Full text not available from this repository.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.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Journal or Publication Title: | ADVANCES IN APPLIED PROBABILITY |
| Publisher: | APPLIED PROBABILITY TRUST |
| ISSN: | 0001-8678 |
| Date: | September 2000 |
| Volume: | 32 |
| Number: | 3 |
| Number of Pages: | 22 |
| Page Range: | pp. 844-865 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/12820 |
Data sourced from Thomson Reuters' Web of Knowledge
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