Perfect simulation for marked point processes

Perfect simulation for marked point processes

CWI's research has a theme-oriented structure and is grouped into four clusters. Listed below are the names of the clusters and in parentheses their acronyms. ABSTRACT This paper extends some recently proposed exact simulation algorithms for point processes to marked patterns and reports on a simulation study into the relative efficiency for a range of Markov marked point processes. marked poin...

Perfect Simulation for Spatial Point Processes

Perfect Simulation of Some Point Processes for the Impatient User

Recently Propp and Wilson 14] have proposed an algorithm, called Coupling from the Past (CFTP), which allows not only an approximate but perfect (i.e. exact) simulation of the stationary distribution of certain nite state space Markov chains. Perfect Sampling using CFTP has been successfully extended to the context of point processes , amongst other authors, by HH aggstrr om et al. 5]. In 5] Gi...

Stable Marked Point Processes

In many contexts, such as queueing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation is to consider the observation points as generated by a Poisson Process. Under this assumption, we study the limit behavior of the partial sums of the Marked Point Process {(ti, X(ti))}, where X(t) is a stationary random fiel...

Rescaling Marked Point Processes

In 1971, Meyer showed how one could use the compensator to rescale a multivariate point process, forming independent Poisson processes with intensity one. Meyer’s result has been generalized to multi-dimensional point processes. Here, we explore generalization of Meyer’s theorem to the case of marked point processes, where the mark space may be quite general. Assuming simplicity and the existen...