Perfect sampling of ergodic Harris chains (Q1872460)
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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)
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6 May 2003
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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.
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Harris recurrent Markov chain
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invariant measures
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perfect sampling
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queues
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storage models
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