Perfect simulation of processes with long memory: A “coupling into and from the past” algorithm
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Publication:4982617
DOI10.1002/rsa.20527zbMath1347.60107arXiv1106.5971OpenAlexW2963372444MaRDI QIDQ4982617
Publication date: 9 April 2015
Published in: Random Structures & Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.5971
Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)
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