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