Perfect simulation for a continuous one-dimensional loss network

Número: 
18
Ano: 
2002
Autor: 
Nancy L. Garcia
Nevena Marić
Abstract: 

Sufficient conditions for ergodicity of a one-dimensional loss networks on R with length distribution G and cable capacity C are found. These processes are spatial birth-and-death processes with an invariant measure which is absolutely continuous with respect to a Poisson process and we implement the perfect simulation scheme based on the clan of ancestors introduced by Fernández, Ferrari and Garcia (2002) to obtain perfect samples viewed in a nite window of the in nite-volume invariant measure. Moreover, by a better understanding of the simulation process it is possible to get a better condition for ergodicity.

Keywords: 
clan of ancestors
branching process
Peron-Frobenius root
perfect simulation
Mathematics Subject Classification 2000 (MSC 2000): 
Primary: 93E30; 60G55; Secondary: 15A18
Arquivo: