Year: 2010
Type: preprint
Abstract: In this paper a general approach for the perfect simulation of a stationary process with at most countable state space is outlined. The process is specified through a kernel, prescribing the probability of each state conditional to the whole past history. We follow the seminal paper of Comets, Fernandez and Ferrari, where sufficient conditions for the construction of a certain perfect simulation algorithm have been given. We generalize this approach by defining backward coalescence times for these kind of processes; this allows us to construct perfect simulation algorithms under weaker conditions.
Source: arXiv (Cornell University)
Authors: De Santis, Emilio, Piccioni, Mauro
Institution: Sapienza University of Rome
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1753788045