Simulation of cluster point processes without edge effects

Citation
Brix, Anders et S. Kendall, Wilfrid, Simulation of cluster point processes without edge effects, Advances in applied probability , 34(2), 2002, pp. 267-280
ISSN journal
00018678
Volume
34
Issue
2
Year of publication
2002
Pages
267 - 280
Database
ACNP
SICI code
Abstract
The usual direct method of simulation for cluster processes requires the generation of the parent point process over a region larger than the actual observation window, since we have to allow for all possible parents giving rise to observed daughter points, and some of these parents may fall outwith the observation window. When there is no a priori bound on the distance between parent and child then we have to take care to control approximations arising from edge effects. In this paper, we present a simulation method which requires simulation only of those parent points actually giving rise to observed daughter points, thus avoiding edge effect approximation. The idea is to replace the cluster distribution by one which is conditioned to plant at least one daughter point in the observation window, and to modify the parent process to have an inhomogeneous intensity exactly balancing the effect of the conditioning. We furthermore show how the method extends to cases involving infinitely many potential parents, for example gamma-Poisson processes and shot-noise G-Cox processes, allowing us to avoid approximation due to truncation of the parent process.