Backward coalescence times for perfect simulation of chains with infinite memory
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Publication:2897145
DOI10.1239/JAP/1339878789zbMATH Open1246.60079OpenAlexW2044754419MaRDI QIDQ2897145FDOQ2897145
Authors: Emilio De Santis, Mauro Piccioni 
Publication date: 8 July 2012
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1339878789
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic processes (60G99)
Cites Work
- Stochastic simulation: Algorithms and analysis
- Probability with Martingales
- Processes with long memory: Regenerative construction and perfect simulation
- Perfect simulation for interacting point processes, loss networks and Ising models.
- Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Exact Sampling from a Continuous State Space
- Propp-Wilson algorithms and finitary codings for high noise Markov random fields
- Perfect simulation and backward coupling∗
- Title not available (Why is that?)
- Exact simulation for discrete time spin systems and unilateral fields
- Chains with complete connections: general theory, uniqueness, loss of memory and mixing properties
Cited In (10)
- Attractive regular stochastic chains: perfect simulation and phase transition
- One-dimensional infinite memory imitation models with noise
- Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past
- Perfect simulation of processes with long memory: A “coupling into and from the past” algorithm
- Perfect simulation of autoregressive models with infinite memory
- Variable length memory chains: characterization of stationary probability measures
- Perfect simulation for locally continuous chains of infinite order
- Non-regular g-measures and variable length memory chains
- Chains with unbounded variable length memory: perfect simulation and a visible regeneration scheme
- Perfect simulation for the infinite random cluster model, Ising and Potts models at low or high temperature
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