Catalytic perfect simulation
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Publication:1610835
DOI10.1023/A:1012205210377zbMath0999.60069MaRDI QIDQ1610835
Gareth O. Roberts, Laird Breyer
Publication date: 20 August 2002
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Markov chains; Metropolis-Hastings algorithm; coupling constructions; perfect sampling methodology; perfect simulation techniques; Read-Once CFTP algorithm
60F05: Central limit and other weak theorems
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
65C40: Numerical analysis or methods applied to Markov chains
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