Section: Software

$\psi$ and ${\psi }^2$: perfect simulation of Markov Chain stationary distributions

Participant : Jean-Marc Vincent [correspondant] .

$\psi$ and ${\psi }^2$ are two software tools implementing perfect simulation of Markov Chain stationary distributions using coupling from the past. $\psi$ starts from the transition kernel to derive the simulation program while ${\psi }^2$ uses a monotone constructive definition of a Markov chain. They are available at http://www-id.imag.fr/Logiciels/psi/ .