Generalised shot noise cox processes

Citation
Moller, Jesper et Torrisi, Giovanni Luca, Generalised shot noise cox processes, Advances in applied probability , 37(1), 2005, pp. 48-74
ISSN journal
00018678
Volume
37
Issue
1
Year of publication
2005
Pages
48 - 74
Database
ACNP
SICI code
Abstract
We introduce a class of Cox cluster processes called generalised shot noise Cox processes (GSNCPs), which extends the definition of shot noise Cox processes (SNCPs) in two directions: the point process that drives the shot noise is not necessarily Poison, and the kernel of the shot noise can be random. Thereby, a very large class of models for aggregated or clustered point patterns is obtained. Due to the structure of GSNCPs, a number of useful results can be established. We focus first on deriving summary statistics for GSNCPs and, second, on how to simulate such processes. In particular, results on first- and second-order moment measures, reduced Palm distributions, the J-function, simulation with or without edge effects, and conditional simulation of the intensity function driving a GSNCP are given. Our results are exemplified in important special cases of GSNCs, and we discuss their relation to the corresponding results for SNCPs.