Cours/Séminaire
Notice
Lieu de réalisation
Paris
Langue :
Anglais
Crédits
François Baccelli (Publication), Eva Löcherbach (Intervention)
Détenteur des droits
Inria
Conditions d'utilisation
Droit commun de la propriété intellectuelle
Citer cette ressource :
Eva Löcherbach. Inria. (2022, 25 avril). Perfect simulation of interacting point processes with infinite interaction range , in DYOGENE/ERC NEMO 2022 : Seminar series. [Vidéo]. Canal-U. https://www.canal-u.tv/147564. (Consultée le 16 juin 2024)

Perfect simulation of interacting point processes with infinite interaction range

Réalisation : 25 avril 2022 - Mise en ligne : 25 avril 2022
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Descriptif

I will present a (partly) new method for perfectly sampling from the stationary regime of point processes having an infinite number of interacting components. This method is based on what is called Kalikow decomposition of the stochastic intensity of the process, together with an exploration of the spatial-temporal past of the process called Clan-of-Ancestors method. Such decompositions have been introduced in the framework of discrete time processes with long memory and/or g-measures, by Kalikow in 1990. I will explain how this method can be generalized to the framework of point processes in continuous time and which are the limitations of this approach. Finally I will discuss several examples, in particular Hawkes processes with an infinite number of components, having a strict refractory period.

My talk is based on joint work with Patricia Reynaud-Bouret and Tien Cuong Phi (Nice).

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