메뉴 건너뛰기




Volumn 102, Issue 1, 2002, Pages 63-88

Perfect simulation for interacting point processes, loss networks and Ising models

Author keywords

Loss networks; Multitype branching process; Peierls contours; Perfect simulation; Random cluster model; Spatial birth and death process

Indexed keywords


EID: 0036830424     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00180-1     Document Type: Article
Times cited : (71)

References (38)
  • 2
    • 0003605255 scopus 로고    scopus 로고
    • Spatial jump processes and perfect simulation
    • Preprint
    • Berthelsen, K.K., Møller, J., 2001. Spatial jump processes and perfect simulation. Preprint.
    • (2001)
    • Berthelsen, K.K.1    Møller, J.2
  • 3
    • 0001775913 scopus 로고
    • A short course on cluster expansions
    • II (Les Houches, 1984). North-Holland, Amsterdam 1986
    • Brydges, D.C., 1986. A short course on cluster expansions. In: Phénomènes critiques, systèmes aléatoires, théories de gauge, Part I, II (Les Houches, 1984). North-Holland, Amsterdam, 1986, pp. 129-183.
    • (1986) Phénomènes Critiques, Systèmes Aléatoires, Théories De Gauge , Issue.PART I , pp. 129-183
    • Brydges, D.C.1
  • 4
  • 5
    • 0042470719 scopus 로고    scopus 로고
    • Processes with long memory: Regenerative construction and perfect simulation
    • arXiv:math.PR/0009204, to appear
    • Comets, F., Fernandez, R., Ferrari, P.A., 2002. Processes with long memory: regenerative construction and perfect simulation. Ann. Appl. Probab., arXiv:math.PR/0009204, to appear.
    • (2002) Ann. Appl. Probab
    • Comets, F.1    Fernandez, R.2    Ferrari, P.A.3
  • 6
    • 0035538466 scopus 로고    scopus 로고
    • Perfect sampling of ergodic Harris chains
    • Corcoran, J.N., Tweedie, R.L., 2001. Perfect sampling of ergodic Harris chains. Ann. Appl. Probab. 11 (2), 438-451.
    • (2001) Ann. Appl. Probab , vol.11 , Issue.2 , pp. 438-451
    • Corcoran, J.N.1    Tweedie, R.L.2
  • 7
    • 0002499711 scopus 로고    scopus 로고
    • Perturbation methods of the theory of Gibbsian fields
    • (Saint-Flour,1994). Springer, Berlin
    • Dobrushin, R.L., 1996. Perturbation methods of the theory of Gibbsian fields. In: Lectures on Probability Theory and Statistics (Saint-Flour,1994). Springer, Berlin, pp. 1-66.
    • (1996) Lectures on Probability Theory and Statistics , pp. 1-66
    • Dobrushin, R.L.1
  • 9
    • 0000645294 scopus 로고    scopus 로고
    • Measures on contour, polymer or animal models. A probabilistic approach
    • I Brazilian School in Probability (Rio de Janeiro, 1997)
    • Fernández, R., Ferrari, P.A., Garcia, N.L., 1998. Measures on contour, polymer or animal models. A probabilistic approach. Markov Process. Related Fields 4 (4), 479-497. I Brazilian School in Probability (Rio de Janeiro, 1997).
    • (1998) Markov Process. Related Fields , vol.4 , Issue.4 , pp. 479-497
    • Fernández, R.1    Ferrari, P.A.2    Garcia, N.L.3
  • 10
    • 0035537297 scopus 로고    scopus 로고
    • Loss network representation of Peierls contours
    • Fernández, R., Ferrari, P.A., Garcia, N.L., 2001. Loss network representation of Peierls contours. Ann. Probab. 29 (2), 902-937.
    • (2001) Ann. Probab , vol.29 , Issue.2 , pp. 902-937
    • Fernández, R.1    Ferrari, P.A.2    Garcia, N.L.3
  • 11
    • 0005126379 scopus 로고
    • Ergodicity for spin systems with stirrings
    • Ferrari, P.A., 1990. Ergodicity for spin systems with stirrings. Ann. Probab. 18 (4), 1523-1538.
    • (1990) Ann. Probab , vol.18 , Issue.4 , pp. 1523-1538
    • Ferrari, P.A.1
  • 12
    • 0000414621 scopus 로고    scopus 로고
    • One-dimensional loss networks and conditioned M/G/∞ queues
    • Ferrari, P.A., Garcia, N.L., 1998. One-dimensional loss networks and conditioned M/G/∞ queues. J. Appl. Probab. 35 (4), 963-975.
    • (1998) J. Appl. Probab , vol.35 , Issue.4 , pp. 963-975
    • Ferrari, P.A.1    Garcia, N.L.2
  • 13
    • 0032396902 scopus 로고    scopus 로고
    • An interruptible algorithm for perfect sampling via Markov chains
    • Fill, J.A., 1998. An interruptible algorithm for perfect sampling via Markov chains. Ann. Appl. Probab. 8 (1), 131-162.
    • (1998) Ann. Appl. Probab , vol.8 , Issue.1 , pp. 131-162
    • Fill, J.A.1
  • 14
    • 0005222546 scopus 로고    scopus 로고
    • The randomness recycler: A new technique for perfect sampling
    • Preprint. arXiv:math.PR/0009242
    • Fill, J.A., Huber, M., 2000. The randomness recycler: a new technique for perfect sampling. Preprint. arXiv:math.PR/0009242.
    • (2000)
    • Fill, J.A.1    Huber, M.2
  • 15
    • 0034360070 scopus 로고    scopus 로고
    • Extension of Fill's perfect rejection sampling algorithm to general chains
    • Proceedings of the Ninth International Conference "Random Structures and Algorithms" (Poznan, 1999)
    • Fill, J.A., Machida, M., Murdoch, D.J., Rosenthal, J.S., 2000. Extension of Fill's perfect rejection sampling algorithm to general chains. Proceedings of the Ninth International Conference "Random Structures and Algorithms" (Poznan, 1999). Random Struct. Algorithms 3-4, 290-316.
    • (2000) Random Struct. Algorithms , vol.3-4 , pp. 290-316
    • Fill, J.A.1    Machida, M.2    Murdoch, D.J.3    Rosenthal, J.S.4
  • 16
    • 0041855748 scopus 로고
    • On the random cluster model. I. Introduction and relation with other models
    • Fortuin, C.M., Kasteleyn, P.W., 1972. On the random cluster model. I. Introduction and relation with other models. Physica 57, 536-564.
    • (1972) Physica , vol.57 , pp. 536-564
    • Fortuin, C.M.1    Kasteleyn, P.W.2
  • 17
    • 0000978393 scopus 로고    scopus 로고
    • Perfect simulation and backward coupling
    • Foss, S.G., Tweedie, R.L., 1998. Perfect simulation and backward coupling. Stochastic Models 14, 187-203.
    • (1998) Stochastic Models , vol.14 , pp. 187-203
    • Foss, S.G.1    Tweedie, R.L.2
  • 18
    • 0005159464 scopus 로고    scopus 로고
    • Perfect simulation of spatial processes
    • Garcia, N.L., 2000. Perfect simulation of spatial processes. Resenhas IME-USP 4 (3), 281-324.
    • (2000) Resenhas IME-USP , vol.4 , Issue.3 , pp. 281-324
    • Garcia, N.L.1
  • 19
    • 0001629746 scopus 로고
    • Coarse graining approach to first-order phase transitions
    • Gawȩdzki, K., Koteckỳ, R., Kupiainen, A., 1987. Coarse graining approach to first-order phase transitions. J. Statist. Phys. 47, 701-724.
    • (1987) J. Statist. Phys , vol.47 , pp. 701-724
    • Gawȩdzki, K.1    Koteckỳ, R.2    Kupiainen, A.3
  • 20
    • 21344436631 scopus 로고
    • The stochastic random-cluster process and the uniqueness of random-cluster measures
    • Grimmett, G., 1995. The stochastic random-cluster process and the uniqueness of random-cluster measures. Ann. Probab. 23 (4), 1461-1510.
    • (1995) Ann. Probab , vol.23 , Issue.4 , pp. 1461-1510
    • Grimmett, G.1
  • 21
    • 0442296106 scopus 로고    scopus 로고
    • Propp-Wilson algorithms and finitary codings for high noise random fields
    • Häggström, O., Steif, J., 2000. Propp-Wilson algorithms and finitary codings for high noise random fields. Combin. Probab. Comput. 9 (5), 425-439.
    • (2000) Combin. Probab. Comput , vol.9 , Issue.5 , pp. 425-439
    • Häggström, O.1    Steif, J.2
  • 22
    • 84988298069 scopus 로고    scopus 로고
    • Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes
    • Häggström, O., van Lieshout, M.N.M., Møller, J., 1999. Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes. Bernoulli 5 (4), 641-658.
    • (1999) Bernoulli , vol.5 , Issue.4 , pp. 641-658
    • Häggström, O.1    van Lieshout, M.N.M.2    Møller, J.3
  • 23
    • 26144468997 scopus 로고    scopus 로고
    • Moralizing perfect sampling
    • Preprint
    • Hobert, J.P., Robert, C.P., 2000. Moralizing perfect sampling. Preprint.
    • (2000)
    • Hobert, J.P.1    Robert, C.P.2
  • 24
    • 0001033437 scopus 로고
    • Loss networks
    • Kelly, F.P., 1991. Loss networks. Ann. Appl. Probab. 1 (3), 319-378.
    • (1991) Ann. Appl. Probab , vol.1 , Issue.3 , pp. 319-378
    • Kelly, F.P.1
  • 25
    • 0017154989 scopus 로고
    • A note on the Strauss' model for clustering
    • Kelly, F.P., Ripley, B.D., 1976. A note on the Strauss' model for clustering. Biometrika 63, 357-360.
    • (1976) Biometrika , vol.63 , pp. 357-360
    • Kelly, F.P.1    Ripley, B.D.2
  • 27
    • 0000931378 scopus 로고    scopus 로고
    • Perfect simulation for the area-interaction point process
    • Accardi, L., Heyde, C.C. (Eds.), Springer, Berlin
    • Kendall, W.S., 1998. Perfect simulation for the area-interaction point process. In: Accardi, L., Heyde, C.C. (Eds.), Probability Towards 2000. Springer, Berlin, pp. 218-234.
    • (1998) Probability Towards 2000 , pp. 218-234
    • Kendall, W.S.1
  • 28
    • 0034264679 scopus 로고    scopus 로고
    • Perfect simulation using dominating processes on ordered spaces, with applications to locally stable point processes
    • Kendall, W.S., Møller, J., 2000. Perfect simulation using dominating processes on ordered spaces, with applications to locally stable point processes. Adv. Appl. Probab. 32 (3), 844-865.
    • (2000) Adv. Appl. Probab , vol.32 , Issue.3 , pp. 844-865
    • Kendall, W.S.1    Møller, J.2
  • 29
    • 0000639657 scopus 로고
    • Cluster expansion for abstract polymer models
    • Koteckỳ, R., Preiss, D., 1986. Cluster expansion for abstract polymer models. Comm. Math. Phys. 103 (3), 491-498.
    • (1986) Comm. Math. Phys , vol.103 , Issue.3 , pp. 491-498
    • Koteckỳ, R.1    Preiss, D.2
  • 30
    • 4243528514 scopus 로고    scopus 로고
    • Perfect simulation for a continuous one-dimensional loss network
    • Master's Thesis, IMECC/UNICAMP. Available at
    • Máric, N., 2002. Perfect simulation for a continuous one-dimensional loss network. Master's Thesis, IMECC/UNICAMP. Available at http://www.ime.unicamp.br/rel⊥sq/2002/rp18-02.html.
    • (2002)
    • Máric, N.1
  • 31
    • 0013184815 scopus 로고    scopus 로고
    • A review on perfect simulation in stochastic geometry
    • Monograph Series, Hayward, CA
    • Møller, J., 2000. A review on perfect simulation in stochastic geometry. IMS Lecture Notes, Monograph Series, Hayward, CA.
    • (2000) IMS Lecture Notes
    • Møller, J.1
  • 32
    • 0000049577 scopus 로고
    • Cluster expansion for D-dimensional lattice systems and finite volume factorization properties
    • Olivieri, E., Picco, P., 1990. Cluster expansion for D-dimensional lattice systems and finite volume factorization properties. J. Statist. Phys. 59, 221-256.
    • (1990) J. Statist. Phys , vol.59 , pp. 221-256
    • Olivieri, E.1    Picco, P.2
  • 34
    • 0016689445 scopus 로고
    • A model for clustering
    • Strauss, D.J., 1975. A model for clustering. Biometrika 62 (2), 467-475.
    • (1975) Biometrika , vol.62 , Issue.2 , pp. 467-475
    • Strauss, D.J.1
  • 35
    • 0032593236 scopus 로고    scopus 로고
    • Perfect simulation of some point processes for the impatient user
    • Thönnes, E., 1999. Perfect simulation of some point processes for the impatient user. Adv. Appl. Probab. 31, 69-87.
    • (1999) Adv. Appl. Probab , vol.31 , pp. 69-87
    • Thönnes, E.1
  • 36
    • 21144474878 scopus 로고
    • A uniqueness condition for Gibbs measures, with application to the 2-dimensional Ising antiferromagnet
    • van den Berg, J., 1993. A uniqueness condition for Gibbs measures, with application to the 2-dimensional Ising antiferromagnet. Comm. Math. Phys. 152 (1), 161-166.
    • (1993) Comm. Math. Phys , vol.152 , Issue.1 , pp. 161-166
    • van den Berg, J.1
  • 37
    • 0000061166 scopus 로고
    • Disagreement percolation in the study of Markov fields
    • van den Berg, J., Maes, C., 1994. Disagreement percolation in the study of Markov fields. Ann. Probab. 22 (2), 749-763.
    • (1994) Ann. Probab , vol.22 , Issue.2 , pp. 749-763
    • van den Berg, J.1    Maes, C.2
  • 38
    • 0033164207 scopus 로고    scopus 로고
    • On the existence and nonexistence of finitary codings for a class of random fields
    • van den Berg, J., Steif, J.E., 1999. On the existence and nonexistence of finitary codings for a class of random fields. Ann. Probab. 27 (3), 1501-1522.
    • (1999) Ann. Probab , vol.27 , Issue.3 , pp. 1501-1522
    • van den Berg, J.1    Steif, J.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.