NDLI: Perfect Generation, Monotonicity and Finite Queueing Networks

Content Provider	IEEE Xplore Digital Library
Author	Vincent, J.-M.
Copyright Year	2008
Description	Author affiliation: INRIA, Paris (Vincent, J.-M.)
Abstract	Perfect generation, also called perfect or exact simulation, provides a new technique to sample steady-state and avoids the burn-in time period. When the simulation algorithm stops, the returned state value is in steady-state. Initiated by Propp and Wilson in the context of statistical physics, this technique is based on a coupling from the past scheme that, provided some conditions on the system, ensures convergence in a finite time to steady-state. This approach has been successfully applied in various domains including stochastic geometry, interacting particle systems, statistical physics, networking.The aim of this tutorial is to introduce the concept of perfect generation and discuss about the algorithmic design of perfect samplers. To improve the efficiency of such samplers, structural properties of models such as monotonicity are enforced in the algorithm to improve drastically the complexity. Such samplers could then been used in brute force to estimate low probability events in finite queueing networks.
Starting Page	319
Ending Page	319
File Size	124530
Page Count	1
File Format	PDF
ISBN	9780769533605
DOI	10.1109/QEST.2008.51
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2008-09-14
Publisher Place	France
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Computer science Algorithm design and analysis Analytical models Computational modeling Stochastic processes Software Steady-state
Content Type	Text
Resource Type	Article

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