Perfect simulation in stochastic geometry

نویسندگان

  • Wilfrid S. Kendall
  • Elke Thönnes
چکیده

Simulation plays an important r^ ole in stochastic geometry and related elds, because all but the simplest random set models tend to be intractable to analysis. Many simulation algorithms deliver (approximate) samples of such random set models, for example by simulating the equilibrium distribution of a Markov chain such as a spatial birth-and-death process. The samples usually fail to be exact because the algorithm simulates the Markov chain for a long but nite time, and thus convergence to equilibrium is only approximate. The sem-inal work by Propp and Wilson made an important contribution to simulation by proposing a coupling method, Coupling from the Past (CFTP), which delivers perfect, that is to say exact, simulations of Markov chains. In this paper we introduce this new idea of perfect simulation and illustrate it using two common models in stochastic geometry: the dead leaves model and a Boolean model conditioned to cover a nite set of points.

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عنوان ژورنال:
  • Pattern Recognition

دوره 32  شماره 

صفحات  -

تاریخ انتشار 1999