Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations
arXiv:0904.1845 · doi:10.1007/s10955-009-9881-3
Abstract
In this paper we address the questions of perfectly sampling a Gibbs measure with infinite range interactions and of perfectly sampling the measure together with its finite range approximations. We solve these questions by introducing a perfect simulation algorithm for the measure and for the coupled measures. The algorithm works for general Gibbsian interaction under requirements on the tails of the interaction. As a consequence we obtain an upper bound for the error we make when sampling from a finite range approximation instead of the true infinite range measure.
Cited by in corpus (7)
- A stochastic system with infinite interacting components to model the time evolution of the membrane potentials of a population of neurons
- Developments in perfect simulation of Gibbs measures through a new result for the extinction of Galton-Watson-like processes
- Kalikow-type decomposition for multicolor infinite range particle systems
- One-dimensional infinite memory imitation models with noise
- Perfect simulation of autoregressive models with infinite memory
- The fractional volatility model and rough volatility
- Regeneration for interacting particle systems with interactions of infinite range