The simulation of correlated multivariate Poisson processes with negative correlation between their components has many important applications in Finance, Insurance, Geophysics, and other areas applied probability. Introduced our earlier work, the Backward Simulation (BS) approach to is able capture a wide range correlation, including extreme positive that not possible approaches such as forwar...

Abstract We review how to simulate continuous determinantal point processes (DPPs) and improve the current simulation algorithms in several important special cases as well detail certain types of conditional can be carried out. Importantly we show speed up widely used Fourier based projection DPPs, which arise approximations more general DPPs. The are implemented published open source software.