Perfect sampling of ergodic Harris chains

DOI10.1214/aoap/1015345299zbMath1017.60082OpenAlexW2001440054MaRDI QIDQ1872460

Richard L. Tweedie, Jem N. Corcoran

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1015345299

zbMATH Keywords

invariant measuresqueuesstorage modelsperfect samplingHarris recurrent Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)

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Cites Work

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• Two ergodicity criteria for stochastically recursive sequences
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• Perfect sampling of ergodic Harris chains
• Stochastically recursive sequences and their generalizations
• Perfect Simulation of Conditionally Specified Models
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• Exact sampling from anti‐monotone systems
• Perfect simulation and backward coupling^∗
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times
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