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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Perfect simulation for the M/G/c queue

Presented by Stephen Connor, University of York

15 February 2016 14:00 in CM221

Unlike Markov chain Monte Carlo, perfect simulation algorithms produce a sample from the exact equilibrium distribution of a Markov chain, but at the expense of a random run-time. I'll give a short introduction to these algorithms for beginners, before talking about some recent work, jointly with Wilfrid Kendall (Warwick), on designing perfect simulation algorithms for M/G/c queues.

Contact sunil.chhita@durham.ac.uk for more information