activity
20062022
most citedPerfect simulation for a class of positive recurrent Markov chains

26 citations · 35 across the 9 of their papers we have counts for

collaborators
Showing math.PRShow all

12 papers · 1 filter

math.PR2022

Optimal Coupling of Jumpy Brownian Motion on the Circle

Stephen B. Connor, Roberta Merli

Consider a Brownian motion on the circumference of the unit circle, which jumps to the opposite point of the circumference at incident times of an independent Poisson process of ra…

math.PR2019

Cutoff for a One-sided Transposition Shuffle

Michael E. Bate, Stephen B. Connor, Oliver Matheau-Raven

We introduce a new type of card shuffle called one-sided transpositions. At each step a card is chosen uniformly from the pack and then transposed with another card chosen uniforml…

math.PR2016

Omnithermal Perfect Simulation for Multi-server Queues

Stephen B. Connor

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 Si…

math.PR2016

Mixing times for exclusion processes on hypergraphs

Stephen B. Connor, Richard Pymar

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 such th…

math.PR2014

Mixing Time and Cutoff for a Random Walk on the Ring of Integers mod

Michael E. Bate, Stephen B. Connor

We analyse a random walk on the ring of integers mod , which at each time point can make an additive `step' or a multiplicative `jump'. When the probability of making a jump ten…

math.PR2014

Perfect Simulation of Queues

Stephen B. Connor, Wilfrid S. Kendall

In this paper we describe a perfect simulation algorithm for the stable queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journa…