Simulations of some Doubly Stochastic Poisson Point Processes - CentraleSupélec Access content directly
Journal Articles Communications in Statistics - Simulation and Computation Year : 2014

Simulations of some Doubly Stochastic Poisson Point Processes

Abstract

Computer simulations of point processes are important either to verify the results of certain theoretical calculations that can be very awkward at times, or to obtain practical results when these calculations become almost impossible. One of the most common methods for the simulation of nonstationary Poisson processes is random thinning. Its extension when the intensity becomes random (doubly stochastic Poisson processes) depends on the structure of this intensity. If the random density takes only discrete values, which is a common situation in many physical problems where quantum mechanics introduces discrete states, it is shown that the thinning method can be applied without error. We study in particular the case of binary density and we present the kind of theoretical calculations that then become possible. The results of various experiments realized with data obtained by simulation show fairly good agreement with the theoretical calculations.
Fichier principal
Vignette du fichier
Doubly_Poisson_PP_.pdf (253.22 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-00933581 , version 1 (20-01-2014)

Identifiers

Cite

Bernard Picinbono. Simulations of some Doubly Stochastic Poisson Point Processes. Communications in Statistics - Simulation and Computation, 2014, 43 (7), pp.1700-1713. ⟨10.1080/03610918.2012.742107⟩. ⟨hal-00933581⟩
148 View
636 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More