How to couple from the past using a read-once source of randomness

@article{Wilson2000HowTC,
  title={How to couple from the past using a read-once source of randomness},
  author={David Bruce Wilson},
  journal={Random Struct. Algorithms},
  year={2000},
  volume={16},
  pages={85-113}
}
  • D. Wilson
  • Published 9 October 1999
  • Mathematics
  • Random Struct. Algorithms
We give a new method for generating perfectly random samples from the stationary distribution of a Markov chain. The method is related to coupling from the past (CFTP), but only runs the Markov chain forwards in time, and never restarts it at previous times in the past. The method is also related to an idea known as PASTA (Poisson arrivals see time averages) in the operations research literature. Because the new algorithm can be run using a read-once stream of randomness, we call it read-once… 
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