Coupling is a widely used technique in the theoretical study of interacting stochastic processes. In this paper I present an example demonstrating its usefulness also in the efficient computer simulation of such processes. I first describe a basic coupling technique, applicable to all kinds of processes, which allows trading memory use for a limited speedup. Next, I describe a specialized variant of it, which can be used to speed up the simulation certain kinds of processes satisfying a monotonicity criterion. This special algorithm increases the speed by several orders of magnitude with only a modest increase in memory usage. Keywords: 2010 MSC: 92D25 (population dynamics), 2010 MSC: 60K35 (interacting random processes), spatial ecology, i...
We present a perfect simulation algorithm for measures that are absolutely continuous with respect t...
Markov chains have long been used for generating random variates from spatial point processes. Broad...
Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle t...
: Because so many random processes arising in stochastic geometry are quite intractable to analysis,...
Stochastic processes and randomness are vital features of mathematical modeling in biology.Unfortuna...
Awareness of biological invasions is becoming widespread and several mathematical tools have been us...
Interacting Particle Systems (IPSs) are used to model spatio-temporal stochastic systems in many dis...
In this paper we investigate the application of perfect simulation, in particular Coupling from the ...
In this paper we investigate the approximation properties of the coarse-graining procedure applied t...
Some recently proposed exact simulation methods are extended to the case of marked point processes. ...
The area-interaction process and the continuum random-cluster model are characterized in terms of ce...
In this paper a review by the research work of the authors on the stochastic modelling of interactin...
Discrete time, spatially extended models play an important role in ecology, modelling population dyn...
Mathematical models describing the movement of multiple interacting subpopulations are relevant to m...
1 Title: Interacting spatial particle systems Author: Markéta Zikmundová Department: Department of P...
We present a perfect simulation algorithm for measures that are absolutely continuous with respect t...
Markov chains have long been used for generating random variates from spatial point processes. Broad...
Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle t...
: Because so many random processes arising in stochastic geometry are quite intractable to analysis,...
Stochastic processes and randomness are vital features of mathematical modeling in biology.Unfortuna...
Awareness of biological invasions is becoming widespread and several mathematical tools have been us...
Interacting Particle Systems (IPSs) are used to model spatio-temporal stochastic systems in many dis...
In this paper we investigate the application of perfect simulation, in particular Coupling from the ...
In this paper we investigate the approximation properties of the coarse-graining procedure applied t...
Some recently proposed exact simulation methods are extended to the case of marked point processes. ...
The area-interaction process and the continuum random-cluster model are characterized in terms of ce...
In this paper a review by the research work of the authors on the stochastic modelling of interactin...
Discrete time, spatially extended models play an important role in ecology, modelling population dyn...
Mathematical models describing the movement of multiple interacting subpopulations are relevant to m...
1 Title: Interacting spatial particle systems Author: Markéta Zikmundová Department: Department of P...
We present a perfect simulation algorithm for measures that are absolutely continuous with respect t...
Markov chains have long been used for generating random variates from spatial point processes. Broad...
Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle t...