In this paper we generalize the technique presented by Haggstrom and Steif (Comb. Probab. Comput. 9:425-439, 2000) for the exact simulation of finite sections of infinite-volume Gibbs random fields, to a more general class of discrete time nearest neighbour spin systems. The main role is played by an auxiliary binary field, which indicates the sampling region. Percolation bounds can be used to prove that the algorithm terminates a.s. In the simplest case this field is Bernoulli; however blocking techniques can be used that destroy the independence property but extend the validity of the algorithm. Finally, the connection with stationary unilateral fields in the plane considered by Pickard (Adv. Appl. Probab. 12:655-671, 1980) and Galbraith and Walley (J. Appl. Probab. 19:332-343, 1982) is discussed.

Exact simulation for discrete time spin systems and unilateral fields / DE SANTIS, Emilio; Piccioni, Mauro. - In: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. - ISSN 1387-5841. - STAMPA. - 10:1(2008), pp. 105-120. [10.1007/s11009-007-9041-7]

Exact simulation for discrete time spin systems and unilateral fields

DE SANTIS, Emilio;PICCIONI, MAURO
2008

Abstract

In this paper we generalize the technique presented by Haggstrom and Steif (Comb. Probab. Comput. 9:425-439, 2000) for the exact simulation of finite sections of infinite-volume Gibbs random fields, to a more general class of discrete time nearest neighbour spin systems. The main role is played by an auxiliary binary field, which indicates the sampling region. Percolation bounds can be used to prove that the algorithm terminates a.s. In the simplest case this field is Bernoulli; however blocking techniques can be used that destroy the independence property but extend the validity of the algorithm. Finally, the connection with stationary unilateral fields in the plane considered by Pickard (Adv. Appl. Probab. 12:655-671, 1980) and Galbraith and Walley (J. Appl. Probab. 19:332-343, 1982) is discussed.
2008
coupling from the past; minorization condition; oriented percolation
01 Pubblicazione su rivista::01a Articolo in rivista
Exact simulation for discrete time spin systems and unilateral fields / DE SANTIS, Emilio; Piccioni, Mauro. - In: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. - ISSN 1387-5841. - STAMPA. - 10:1(2008), pp. 105-120. [10.1007/s11009-007-9041-7]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/229890
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