Fourneau, J.M. and Kadi, I. and Pekergin, N. and Vienne, J. and Vincent, J.M. (2010) Perfect Simulation and Monotone Stochastic Bounds. In: 2nd International ICST Conference on Performance Evaluation Methodologies and Tools.
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Abstract
We combine monotone bounds of Markov chains and the coupling from the past to obtain an exact sampling of a strong stochastic bound of the steady-state distribution for a Markov chain. Stochastic bounds are sufficient to bound any positive increasing rewards on the steady-state such as the loss rate
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 08:39 |
| Last Modified: | 18 Apr 2026 07:33 |
| URI: | http://eprints.eai.eu/id/eprint/169 |
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