Exact Sampling Algorithms for Stochastic Networks
Dec 1, 2010, 03:10 PM - 04:00 PM | 330 Evans Hall | Happening As Scheduled
Jose Blanchet, Industrial Engineering and Operations Research Department, Columbia University
In this talk I will discuss some exact or perfect simulation algorithms in the context of stochastic networks. These are algorithms that allow to simulate without bias and in finite time samples from the steady-state distribution of a Markov process. I will discuss two types of algorithms. The first type is an application of dominated Coupling From The Past (CFTP), Propp-Wilson (1996) and Kendall...