Perfect Simulation for a Stationary Silo with Absorbing Walls

Nancy L. Garcia () and Mariana R. Motta ()
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Nancy L. Garcia: Universidade Estadual de Campinas, IMECC, UNICAMP
Mariana R. Motta: Universidade Estadual de Campinas, IMECC, UNICAMP

Methodology and Computing in Applied Probability, 2003, vol. 5, issue 1, 109-121

Abstract: Abstract The objective of this work is to generate random samples of the unique stationary distribution associated to the stochastic model for grain storage in a finite bidimensional silo. The support of this measure is an unbounded and continuous state space and therefore a truncation was necessary to apply the CFTP perfect simulation scheme. The performance of the algorithm was measured by comparing the sample moments to the theoretical ones.

Keywords: CFTP; invariant measure; granular media (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/A:1024181405890

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