Perfect sampling of ergodic Harris chains (Q1872460): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:44, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perfect sampling of ergodic Harris chains |
scientific article |
Statements
Perfect sampling of ergodic Harris chains (English)
0 references
6 May 2003
0 references
A Harris recurrent stochastically monotone Markov chain on a partially ordered separable metric space is considered. An algorithm for simulating perfect random samples from the invariant measure is proposed, using the backward coupling of imbedded regeneration times technique. The results are illustrated by application for a storage model.
0 references
Harris recurrent Markov chain
0 references
invariant measures
0 references
perfect sampling
0 references
queues
0 references
storage models
0 references
