Simulation M2 COSY, UVSQ

Supports de cours

Références

• Olle Häggström. Finite Markov Chains and Algorithmic Applications. Cambridge University Press. 2002.
• James G. Propp and David B. Wilson. Exact sampling with coupled Markov chains and applications to statistical mechanics. Random Structures and Algorithms, 9(1&2):223-252, 1996.
• David B. Wilson. How to couple from the past using a read-once source of randomness. Random Structures and Algorithms 16(1):85--113, 2000.
• David B. Wilson. Web Site for Perfectly Random Sampling with Markov Chains.
• Wilfrid S. Kendall. Notes on Perfect Simulation. 2004.
• Jantien Dopper, Bruno Gaujal, Jean-Marc Vincent. Bounds for the Coupling Time in Queueing Networks Perfect Simulation. Numerical Solutions for Markov Chain (NSMC06), :117--136, Charleston. 2006.
• Ana Busic, Bruno Gaujal, Jean-Marc Vincent. Perfect Simulation and Non-monotone Markovian Systems. Valuetools'08, October 2008, Athens, Greece. [pdf]