Pogoriliak O. Simulation of Cox Procecces

The thesis is devoted to the simulation of random Cox Processes, driven by random intensity. Two approaches to simulation of processes above are described and argued. Cox process models when intensity is generated by stationary Log Gaussian process and homogeneous or inhomogeneous Log Gaussian fields are constructed. Cox process models when intensity is generated by stationary square Gaussian process and homogeneous or inhomogeneous square Gaussian fields are constructed. Sufficient approximation conditions of Cox processes by models above with accuracy and reliability given in advance are obtained. These conditions can be used for construction numerical Cox processes models.