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Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

 

A method of modelling log Gaussian Cox processes


Authors: Yu. V. Kozachenko and O. O. Pogorilyak
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 77 (2007).
Journal: Theor. Probability and Math. Statist. 77 (2008), 91-105
MSC (2000): Primary 68U20; Secondary 60G10
Published electronically: January 16, 2009
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Abstract | References | Similar Articles | Additional Information

Abstract: We consider a method for constructing models of log Gaussian Cox processes with random intensity. Namely, we consider Cox processes whose intensities are generated by a log Gaussian process. The models are constructed with a given accuracy and reliability.


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Additional Information

Yu. V. Kozachenko
Affiliation: Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email: yvk@univ.kiev.ua

O. O. Pogorilyak
Affiliation: Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email: alex_pogorilyak@ukr.net

DOI: http://dx.doi.org/10.1090/S0094-9000-09-00749-2
PII: S 0094-9000(09)00749-2
Keywords: Log Gaussian Cox processes, random intensity, models of stochastic processes, accuracy, reliability
Received by editor(s): December 26, 2006
Published electronically: January 16, 2009
Article copyright: © Copyright 2009 American Mathematical Society