A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2010; you can also visit the original URL.
The file type is
Monte Carlo algorithms typically need to generate random variates from a probability distribution described by an unnormalized density or probability mass function. Perfect simulation algorithms generate random variates exactly from these distributions, but have a running time T that is itself an unbounded random variable. This article shows that commonly used protocols for creating perfect simulation algorithms, such as Coupling From the Past can be used in such a fashion that the running timedoi:10.1002/rsa.20212 fatcat:2udyhn5azjezdkdaf3spx7irnm