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SHIFT AND SCALE COUPLING METHODS FOR PERFECT SIMULATION

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Publication:2808342
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DOI10.1017/S0269964803173019zbMath1336.60143OpenAlexW2169479245MaRDI QIDQ2808342

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Publication date: 23 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964803173019



Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)


Related Items (4)

Perfect sampling for Bayesian variable selection in a linear regression model ⋮ A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications ⋮ Improving extreme quantile estimation via a folding procedure ⋮ A skewed Kalman filter






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