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