Exact simulation for discrete time spin systems and unilateral fields

DOI10.1007/S11009-007-9041-7MaRDI QIDQ937163zbMATH OpenOpenAlexFDO

Authors Emilio De Santis, Mauro Piccioni

Publication date 20 August 2008

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0402136

zbMATH Keywords

oriented percolationminorization conditioncoupling from the past

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Random fields (60G60)

Abstract: In this paper we consider two-point unilateral Markov fields on a two-dimensional lattice as considered by Pickard, Galbraith and Walley. We show that, under various ergodicity conditions, they can be perfectly simulated in the stationary state on any finite window. The techniques which are used connect perfect simulation with oriented percolation through suitable coupling constructions.

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Cited in

(6)

• Backward coalescence times for perfect simulation of chains with infinite memory
• Developments in perfect simulation of Gibbs measures through a new result for the extinction of Galton-Watson-like processes
• One-dimensional infinite memory imitation models with noise
• Finitary codings for spatial mixing Markov random fields
• Perfect simulation of autoregressive models with infinite memory
• Perfect simulation for the infinite random cluster model, Ising and Potts models at low or high temperature

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