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PERFECT SIMULATOR




$ \Psi$ 1.0 - User Manual



The PSI team
Corine Marchand, Florent Morata, Jean Marc Vincent .


December 15, 2002












Projet IMAG - DECORE





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Abstract


P.S.I. is a software package which permit to simulate stationary distribution or directly cost function of large Markov chains.
The simulation kernel is based on the Coupling From The Past algorithm of Propp & Wilson and uses the Aliasing technique to simulate transitions of the model.




Key Features

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Permits to obtain a coding of Markov chains.
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Accepts discrete and continuous time models.
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Knowledge of stopping criteria simulation.
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Provides perfect sampling.
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Possibility to directly simulate functional of stationary distribution.
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Includes several numerical tools1 (statistics and GnuPlot graphics).



Application Area

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Computer performance modelling.
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Performance evaluation.
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Markov chains simulation.



Key words: Markov chains, CFTP, Walker's algorithm, Aliasing.


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Florent Morata 2002-12-11