Perfect sampling of Jackson Queueing Networks

If the transition matrix of the Markov chain (X n ) is ϕ-observable, then the Rogers-Pitman condition is essentially a criterion for weak lumpability prop- erty to hold.... It has

Our result is a sufficient condition for the convergence of a finite state nonhomogeneous Markov chain in terms of convergence of a certain series.. Definition

We prove that this Markov chain provides a uniform random sampler of lat- tice (d, k)-polytopes, and give a lower bound on the mixing time.. These objects appear in a wide range

In particular, it was proved that for a Markov chain with a one-dimensional state space, if stratified sampling as in [2, 8] is used at each step to advance the array of chains by

Markov chain except that the probability measure is replaced by a complex amplitude measure and the transition probability matrix is replaced by a.. transition

The second procedure is of theoretical interest and leads to a general model selection theorem from which we derive rates of convergence over a very wide range of possibly

Keywords: Adaptive estimation; Transition density; Markov chain; Model selection; Penalized contrast.. The purpose of this paper is to estimate the transition density of such

In this paper, we propose an analytical model based on Markov chains to estimate the cache hit probability under the popular Last Recently Used (LRU) replacement scheme for a