Perfect simulation for a stationary silo with absorbing walls

Número: 
7
Ano: 
2002
Autor: 
Nancy L. Garcia
Mariana R. Motta
Abstract: 

The objective of this work is to generate random samples of the unique stationary distribution associated to the stochastic model for grain storage in a finite bidimensional silo. The support of this measure is an unbounded and continuous state space and therefore a truncation was necessary to apply the CFTP perfect simulation scheme. The performance of the algorithm was measure by comparing the sample moments to the theoretical ones.

Keywords: 
CFTP
invariant measure
granular media
Mathematics Subject Classification 2000 (MSC 2000): 
Primary: 65C40;60K35; Secondary:82C20; 82C22
Arquivo: