Simulations of some Doubly Stochastic Poisson Point Processes

Bernard Picinbono 1, *
* Auteur correspondant
1 Division Signaux - L2S
L2S - Laboratoire des signaux et systèmes : 1289
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.
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Communications in Statistics - Simulation and Computation, Taylor & Francis, 2014, 43 (7), pp.1700-1713. 〈10.1080/03610918.2012.742107〉
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Bernard Picinbono. Simulations of some Doubly Stochastic Poisson Point Processes. Communications in Statistics - Simulation and Computation, Taylor & Francis, 2014, 43 (7), pp.1700-1713. 〈10.1080/03610918.2012.742107〉. 〈hal-00933581〉

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