Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes

Citation
Ws. Kendall et J. Moller, Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes, ADV APPL P, 32(3), 2000, pp. 844-865
Citations number
43
Categorie Soggetti
Mathematics
Journal title
ADVANCES IN APPLIED PROBABILITY
ISSN journal
00018678 → ACNP
Volume
32
Issue
3
Year of publication
2000
Pages
844 - 865
Database
ISI
SICI code
0001-8678(200009)32:3<844:PSUDPO>2.0.ZU;2-V
Abstract
In this paper we investigate the application of perfect simulation, in part icular Coupling from the Past (CFTP), to the simulation of random point pro cesses. We give a general formulation of the method of dominated CFTP and a pply it to the problem of perfect simulation of general locally stable poin t processes as equilibrium distributions of spatial birth-and-death process es. We then investigate discrete-time Metropolis-Hastings samplers for poin t processes, and show how a variant which samples systematically from cells can be converted into a perfect version. An application is given to the St rauss point process.