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Perfect simulation for interacting point processes, loss networks and Ising models

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  • Ferrari, Pablo A.
  • Fernández, Roberto
  • Garcia, Nancy L.

Abstract

We present a perfect simulation algorithm for measures that are absolutely continuous with respect to some Poisson process and can be obtained as invariant measures of birth-and-death processes. Examples include area- and perimeter-interacting point processes (with stochastic grains), invariant measures of loss networks, and the Ising contour and random cluster models. The algorithm does not involve couplings of the process with different initial conditions and it is not tied up to monotonicity requirements. Furthermore, it directly provides perfect samples of finite windows of the infinite-volume measure, subjected to time and space "user-impatience bias". The algorithm is based on a two-step procedure: (i) a perfect-simulation scheme for a (finite and random) relevant portion of a (space-time) marked Poisson processes (free birth-and-death process, free loss networks), and (ii) a "cleaning" algorithm that trims out this process according to the interaction rules of the target process. The first step involves the perfect generation of "ancestors" of a given object, that is of predecessors that may have an influence on the birthrate under the target process. The second step, and hence the whole procedure, is feasible if these "ancestors" form a finite set with probability one. We present a sufficiency criteria for this condition, based on the absence of infinite clusters for an associated (backwards) oriented percolation model. The criteria is expressed in terms of the subcriticality of a majorizing multitype branching process, whose corresponding parameter yields bounds for errors due to space-time "user-impatience bias". The approach has previously been used, as an alternative to cluster expansion techniques, to extract properties of the invariant measures involved.

Suggested Citation

  • Ferrari, Pablo A. & Fernández, Roberto & Garcia, Nancy L., 2002. "Perfect simulation for interacting point processes, loss networks and Ising models," Stochastic Processes and their Applications, Elsevier, vol. 102(1), pages 63-88, November.
  • Handle: RePEc:eee:spapps:v:102:y:2002:i:1:p:63-88
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    References listed on IDEAS

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    1. A. Baddeley & M. Lieshout, 1995. "Area-interaction point processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(4), pages 601-619, December.
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    Cited by:

    1. van Lieshout, M.N.M. & Stoica, R.S., 2006. "Perfect simulation for marked point processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 679-698, November.
    2. Robert, Philippe, 2010. "The evolution of a spatial stochastic network," Stochastic Processes and their Applications, Elsevier, vol. 120(7), pages 1342-1363, July.
    3. Garcia, Nancy L. & Maric, Nevena, 2006. "Existence and perfect simulation of one-dimensional loss networks," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1920-1931, December.
    4. Nancy L. Garcia & Nevena Marić, 2008. "Simulation Study for the Clan of Ancestors in a Perfect Simulation Scheme of a Continuous One-Dimensional Loss Network," Methodology and Computing in Applied Probability, Springer, vol. 10(3), pages 453-469, September.
    5. Gregori, P. & van Lieshout, M. N. M. & Mateu, J., 2004. "Mixture formulae for shot noise weighted point processes," Statistics & Probability Letters, Elsevier, vol. 67(4), pages 311-320, May.
    6. Bermolen, Paola & Jonckheere, Matthieu & Moyal, Pascal, 2017. "The jamming constant of uniform random graphs," Stochastic Processes and their Applications, Elsevier, vol. 127(7), pages 2138-2178.
    7. Nicolas Picard & Avner Bar‐Hen & Frédéric Mortier & Joël Chadœuf, 2009. "The Multi‐scale Marked Area‐interaction Point Process: A Model for the Spatial Pattern of Trees," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(1), pages 23-41, March.
    8. Lasse Leskelä & Falk Unger, 2012. "Stability of a spatial polling system with greedy myopic service," Annals of Operations Research, Springer, vol. 198(1), pages 165-183, September.

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