Bounds on the artificial phase transition for perfect simulation of repulsive point processes

Details Bounds on the artificial phase transition for perfect simulation of repulsive point processes Bounds on the artificial phase transition for perfect simulation of repulsive point processes

2010-10-15

arxiv.org/abs/1010.3055v1

Mathematics

Probability

8 pages, 1 figure

Scientific paper

Repulsive point processes arise in models where competition forces entities to be more spread apart than if placed independently. Simulation of these types of processes can be accomplished using dominated coupling from the past with a running time that varies as the intensity of the number of points. These algorithms usually exhibit what is called an artificial phase transition, where below a critical intensity the algorithm runs in finite expected time, but above the critical intensity the expected number of steps is infinite. Here the artificial phase transition is examined. In particular, an earlier lower bound on this artificial phase transition is improved by including a new type of term in the analysis. In addition, the results of computer experiments to locate the transition are presented.

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