Perfect simulation for interacting point processes, loss networks and Ising models. (Q2574519)

Perfect simulations or exact sampling are labels for a recently developed set of techniques designed to produce output whose distribution is guaranteed to follow a given probability law. These techniques are particularly useful in relation with Markov chain Monte Carlo, and there range of applicability is rapidly growing. The authors present a perfect simulation algorithm for measures that are absolutely continuous with respect to some Poisson process and can be obtained as invariant measures of birth-and-death processes. Examples include area- and perimeter-interacting point processes (with stochastic grains), invariant measures of loss networks, and the Ising contour and random cluster models. The algorithm is based on a two-step procedure: (i) a perfect-simulation scheme for a (finite and random) relevant portion of a (space-time) marked Poisson process (free birth-and-death process, free loss network), and (ii) a ``cleaning'' algorithm that trims out this process accordingly to the interaction rules of the target process. The first step involves the perfect generation of ``ancestors'' of a given object, that is of predecessors that may have an influence on the birthrate under the target process. The second step, and hence the whole procedure, is feasible if these ``ancestors'' form a finite set with probability one. Sufficiency criteria for these conditions are included, based on the absence of infinite clusters for an associated (backwards) oriented percolation model.