In 1986, Merzbach and Nualart demonstrated a method of transforming a two-parameter point process into a planar Poisson process of unit rate, using random stopping sets. Merzbach and Nualart's theorem applies only to a special class of point processes, since it requires two restrictive conditions: the (F4) condition of conditional independence and the convexity of the 1-compensator. The (F4) co...

This paper describes methods for randomly thinning certain classes of spatial point processes. In the case of a Markov point process, the proposed method involves a dependent thinning of a spatial birth-and-death process, where clans of ancestors associated with the original points are identified, and where one simulates backwards and forwards in order to obtain the thinned process. In the case...