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Laboratoire Informatique et Distribution



Athapascan-0 Athapascan-1 Athapascan-tr Pajé Givaro PEPS PSI Takakaw Ka-Tools NFSP

BIBLIOGRAPHY

Bré99
P. Brémaud.
Markov Chains Gibbs Fields, Monte Carlo Simulation and Queues.
Springer Verlag, 1999.

Dur96
R. Durett.
Probability Theory and Examples.
Duxbury Press, 1996.

Fer92
P. Fernandes.
Méthodes numériques pour la solution de systèmes markoviens à grand espace d'états.
PhD thesis, INPG, 1992.

Fil98
J.A. Fill.
An interruptible algorithm for perfect sampling via markov chains.
Annals of Applied Probability, 8:131-162, 1998.

Hag01
Olle Haggstrom.
Finite markov chains and algorithmic applications.
Lecture note, Course at Chalmers University of Technology, january 2001.

Law95
G.F. Lawler.
Introduction to Stochastic Processes.
Chapman & Hall / CRC, 1995.

Mar01
Corine Marchand.
Simulation de grands modèles markoviens par technique de couplage.
Mémoire de D.E.A. I.S.C., U.J.F. Grenoble, 2001.

Mor02
Florent Morata.
Simulation parfaite de grands modèles markoviens, implantation de la méthode d'aliasing.
Rapport de stage D.E.S.S. S.I.T.N., U.C.B.L. Lyon, (http://www.firenzo.fr.fm/Monsite/Rapport.pdf), 2002.

Ros91
S.M. Ross.
A Course in Simulation.
Macmillan Publishing Company, New-York, 1991.

Ros99
Duncan J. Murdoch & Jeffrey S. Rosenthal.
Efficient use of exact samples.
1999.

Saa91
Y. Saad.
Numerical methods for large eigenvalue problems.
Manchester University Press Series in Algorithms, 1991.

Sch83
P. Bratley & B.L. Fox & L.E. Schrage.
A Guide to Simulation.
Springer Verlag, NY Inc., 1983.

Ste94
W.J. Stewart.
Introduction to the Numerical analysis of Markov Chains.
Princeton, 1994.

Ste00
O. Stenflo.
Ergodic theorems for markov chains represented by iterated function systems.
Bull Polish Acad Sci Math, 2000.

Thö01
E. Thönnes.
A primer on perfect simulation, 2001.
citeseer.nj.nec.com/366900.html.

Twe98
S. Foss & R. Tweedie.
Perfect simulation and backward coupling.
Communication in Statistics - Stochastic Models, 14:187-204, 1998.

Vin02
Corine Marchand & Jean Marc Vincent.
On the exact simulation of functionals of stationary markov chains.
Soumis, 2002.

Wal74
A.J. Walker.
An efficient method for generating discrete random variables with general distributions.
ACM Trans. Math. Software, pages 253-256, 1974.

Wil96
J.G. Propp & D.B. Wilson.
Exact sampling with coupled markov chains and applications to statistical mechanics.
Random structures and Algorithms, 9:223-252, 1996.

Wil97
James G. Propp & David B. Wilson.
Coupling from the past : a user's guide.
Mathematics Subject Classification, Primary 11K45, 1997.

Win95
L.Lovàsz & P. Winkler.
Exact mixing in a unknown markov chain.
The Electric Journal of Combinatorics, # R15, 1995.



Florent Morata 2002-12-11



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