We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

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 for more information