Perfect simulation of autoregressive models with infinite memory

DOI10.1007/s10955-013-0719-7zbMath1266.82008arXiv1210.7347OpenAlexW3098456564MaRDI QIDQ1949783

Emilio De Santis, Mauro Piccioni

Publication date: 17 May 2013

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.7347

zbMATH Keywords

couplingperfect simulationchains with complete connections

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Classical equilibrium statistical mechanics (general) (82B05)

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