We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster-Lyapunov condition. We presentâ€¦ (More)

This paper generalizes the work of Kendall [Electron. Comm. Probab. 9 (2004) 140--151], which showed that perfect simulation, in the form of dominated coupling from the past, is always possibleâ€¦ (More)

Let X and Y be two simple symmetric continuous-time random walks on the vertices of the n-dimensional hypercube, Z2 . We consider the class of coadapted couplings of these processes, and describe anâ€¦ (More)

In this paper we describe a perfect simulation algorithm for the stableM/G/c queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Appliedâ€¦ (More)

We analyse a random walk on the ring of integers mod n, which at each time point can make an additive â€˜stepâ€™ or a multiplicative â€˜jumpâ€™. When the probability of making a jump tends to zero as anâ€¦ (More)

This paper generalises the work of [13], which showed that perfect simulation, in the form of dominated coupling from the past, is always possible (though not necessarily practical) for geometricallyâ€¦ (More)

We consider an n-tuple of independent ergodic Markov processes, each of which converges (in the sense of separation distance) at an exponential rate, and obtain a necessary and sufficient conditionâ€¦ (More)

A number of perfect simulation algorithms for multi-server First Come First Served queues have recently been developed. Those of Connor and Kendall (2015) and Blanchet, Pei, and Sigman (2015) useâ€¦ (More)

We introduce a natural extension of the exclusion process to hypergraphs and prove an upper bound for its mixing time. In particular we show the existence of a constant C such that for any connected,â€¦ (More)