Perfect Simulation and Non-monotone Markovian Systems

Bušic, Ana and Gaujal, Bruno and Vincent, Jean-Marc (2010) Perfect Simulation and Non-monotone Markovian Systems. In: 3rd International ICST Conference on Performance Evaluation Methodologies and Tools.

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Abstract

Perfect simulation, or coupling from the past, is an efficient technique for sampling the steady state of monotone discrete time Markov chains. Indeed, one only needs to consider two trajectories corresponding to minimal and maximal state in the system. We show here that even for non-monotone system

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 08:51
Last Modified: 18 Apr 2026 08:09
URI: http://eprints.eai.eu/id/eprint/1771

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