Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms

DOI10.1017/jpr.2023.15arXiv2104.00495OpenAlexW4229017919MaRDI QIDQ6148888

Eva Löcherbach, Patricia Reynaud-Bouret, Unnamed Author

Publication date: 12 January 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.00495

zbMATH Keywords

counting processperfect simulationHawkes processsimulation algorithmsKalikow decomposition

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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