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Section: Software and Platforms

ψ and ψ2: perfect simulation of Markov Chain stationary distributions

Participant : Jean-Marc Vincent [correspondent] .

ψ and ψ2 (see http://psi.gforge.inria.fr ) are two software tools implementing perfect simulation of Markov Chain stationary distributions using coupling from the past. ψ starts from the transition kernel to derive the simulation program while ψ2 uses a monotone constructive definition of a Markov chain.