Perfect sampling for doeblin chains

MaRDI QIDQ3580444zbMATH OpenFDO

Authors Örjan Stenflo, K. B. Athreya

Publication date 12 August 2010

zbMATH Keywords

exact samplingiterated function systemsMarkov chainsperfect sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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(5)

• A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
• Perfect simulation for models of industry dynamics
• Coupling from the past for the null recurrent Markov chain
• Time-dependent iteration of random functions
• Perfect simulation of stationary equilibria

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