Hostname: page-component-cd9895bd7-jkksz Total loading time: 0 Render date: 2024-12-27T11:27:36.101Z Has data issue: false hasContentIssue false

Return to the Poissonian city

Published online by Cambridge University Press:  30 March 2016

Wilfrid S. Kendall*
Affiliation:
Department of Statistics, University of Warwick, Coventry CV5 6FQ, UK
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

Consider the following random spatial network: in a large disk, construct a network using a stationary and isotropic Poisson line process of unit intensity. Connect pairs of points using the network, with initial/final segments of the connecting path formed by travelling off the network in the opposite direction to that of the destination/source. Suppose further that connections are established using ‘near geodesics’, constructed between pairs of points using the perimeter of the cell containing these two points and formed using only the Poisson lines not separating them. If each pair of points generates an infinitesimal amount of traffic divided equally between the two connecting near geodesics, and if the Poisson line pattern is conditioned to contain a line through the centre, then what can be said about the total flow through the centre? In Kendall (2011) it was shown that a scaled version of this flow has asymptotic distribution given by the 4-volume of a region in 4-space, constructed using an improper anisotropic Poisson line process in an infinite planar strip. Here we construct a more amenable representation in terms of two ‘seminal curves’ defined by the improper Poisson line process, and establish results which produce a framework for effective simulation from this distribution up to an L1 error which tends to 0 with increasing computational effort.

Type
Part 7. Stochastic geometry
Copyright
Copyright © Applied Probability Trust 2014 

References

Aldous, D. J., and Bhamidi, S. (2010). {Edge flows in the complete random-lengths network}. Random Structures Algorithms 37, 271311.Google Scholar
Aldous, D. J., and Kendall, W. S. (2008). {Short-length routes in low-cost networks via Poisson line patterns}. Adv. Appl. Prob./ 40, 121.CrossRefGoogle Scholar
Aldous, D. J., McDiarmid, C., and Scott, A. (2009). {Uniform multicommodity flow through the complete graph with random edge-capacities}. Operat. Res. Lett./ 37, 299302.CrossRefGoogle Scholar
Blanchet, J. H., and Sigman, K. (2011). {On exact sampling of stochastic perpetuities}. In New Frontiers in Applied Probability (J. Appl. Prob. Spec. Vol. 48A), eds Glynn, P., Mikosch, T. and Rolski, T., Applied Probability Trust, Sheffield, pp. 165182.Google Scholar
Chiu, S. N., Stoyan, D., Kendall, W. S., and Mecke, J. (2013). em {Stochastic Geometry and Its Applications. John Wiley, Chichester.CrossRefGoogle Scholar
Fill, J. A., and Huber, M. L. (2010). {Perfect simulation of Vervaat perpetuities}. Electron. J. Prob. 15, 96109.CrossRefGoogle Scholar
Kendall, W. S. (2011). {Geodesics and flows in a Poissonian city}. Ann. Appl. Prob./ 21, 801842.Google Scholar
Meyn, S. P., and Tweedie, R. L. (1993). Markov Chains and Stochastic Stability. Springer, London.Google Scholar
Möller, J. (1999). {Perfect simulation of conditionally specified models}. J. R. Statist. Soc. B 61, 251264.Google Scholar
Roberts, G. O., and Tweedie, R. L. (1996). {Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms}. Biometrika 83, 95110.Google Scholar
Vervaat, W. (1979). {On a stochastic difference equation and a representation of nonnegative infinitely divisible random variables}. Adv. Appl. Prob./ 11, 750783.Google Scholar
Wilson, D. B. (2000). {Layered multishift coupling for use in perfect sampling algorithms (with a primer on CFTP)}. In Monte Carlo Methods (Fields Inst. Commun. 26; Toronto, Ontario, 1998), ed. Madras, N., American Mathematical Society, Providence, RI, pp. 143179.Google Scholar