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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 2002-18
May 2002

Shot noise Cox processes


Jesper Møller


Shot noise Cox processes constitute a large class of Cox and Poisson cluster processes in $\mathbb{R}^d$, including Neyman-Scott, Poisson-Gamma, and shot noise G Cox processes. It is demonstrated that due to the structure of such models, a number of useful and general results can easily be established. The focus is on the probabilistic aspects with a view to statistical applications, particularly results for summary statistics, reduced Palm distributions, simulation with or without edge effects, conditional simulation of the intensity function, and local and global Markov properties.

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This paper has now been published in Advances in Applied Probability, 35, 614-640.