Sampling cluster point processes: a review
Probability
2016-04-25 v1
Abstract
The theme of this article is the sampling of cluster and iterated cluster point processes. It is partially a review, mainly of the Brix-Kendall exact sampling method for cluster point processes and its adaptation by M{\o}ller and Rasmussen to Hawkes branching point processes on the real line with light-tail fertility rate are reviewed. The main novel aspect of this review is the extension to non-Poissonian germ point processes. For this, a slight adaptation is needed. A formal proof via Laplace transforms of the validity of the method in terms of general clusters that are not necessarily point processes fits this purpose and allows to include the exact sampling of Boolean models.
Keywords
Cite
@article{arxiv.1604.06643,
title = {Sampling cluster point processes: a review},
author = {Pierre Brémaud},
journal= {arXiv preprint arXiv:1604.06643},
year = {2016}
}
Comments
17 pages