Perfect simulation /

Bibliographic Details
Main Author: Huber, Mark Lawrence, 1972 (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : Taylor and Francis, [2016]
Series:Monographs on applied probability and statistics ; 148.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 1. Introduction
  • 2 Acceptance/rejection
  • 3. Coupling from the past
  • 4. Bounding chains
  • 5. Advanced techniques using coalescence
  • 6. Coalescence on continuous and unbounded state spaces
  • 7. Spatial point processes
  • 8. The randomness recycler
  • 9. Advanced acceptance/rejection
  • 10. Stochastic differential equations
  • 11. Applications and limitations of perfect simulation.