Introduction to the Theory of Gibbs Point Processes

被引:34
|
作者
Dereudre, David [1 ]
机构
[1] Univ Lille, Villeneuve Dascq, France
关键词
MAXIMUM PSEUDOLIKELIHOOD; LIKELIHOOD INFERENCE; ASYMPTOTIC NORMALITY; LARGE DEVIATIONS; MODEL; ESTIMATORS; INTENSITY; EXISTENCE; SYSTEMS;
D O I
10.1007/978-3-030-13547-8_5
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The Gibbs point processes (GPP) constitute a large class of point processes with interaction between the points. The interaction can be attractive, repulsive, depending on geometrical features whereas the null interaction is associated with the so-called Poisson point process. In a first part of this mini-course, we present several aspects of finite volume GPP defined on a bounded window in R-d. In a second part, we introduce the more complicated formalism of infinite volume GPP defined on the full space Rd. Existence, uniqueness and non-uniqueness of GPP are non-trivial questions which we treat here with completely self-contained proofs. The DLR equations, the GNZ equations and the variational principle are presented as well. Finally we investigate the estimation of parameters. The main standard estimators (MLE, MPLE, Takacs-Fiksel and variational estimators) are presented and we prove their consistency. For sake of simplicity, during all the mini-course, we consider only the case of finite range interaction and the setting of marked points is not presented.
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页码:181 / 229
页数:49
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