tanxiaobing-hl/PointProcesses

Basics of point processes using python for simulation

Simple point process simulation in python

Some simple IPython notebooks showing how to simulate Poisson processes, Hawkes processes, and marked Hawkes processes (which can be used as a model for spatial self-exciting processes).

I notice that GitHub can now render .ipynb files natively, but for convenience, here are some links to nbviewer:

1. Point processes
2. Temporal points processes
3. Temporal spatial processes

Additional files:

• utils.py Some simple plotting functions, off-loaded to avoid cluttering the notebooks too much.
• Kernel Density Estimation