Reachability analysis of dynamical systems having piecewise-constant derivatives
Theoretical Computer Science - Special issue on hybrid systems
Exact sampling with coupled Markov chains and applications to statistical mechanics
Proceedings of the seventh international conference on Random structures and algorithms
Ergodic Control of Switching Diffusions
SIAM Journal on Control and Optimization
An Efficient Method for Generating Discrete Random Variables with General Distributions
ACM Transactions on Mathematical Software (TOMS)
Squirrel: a decentralized peer-to-peer web cache
Proceedings of the twenty-first annual symposium on Principles of distributed computing
Pastry: Scalable, Decentralized Object Location, and Routing for Large-Scale Peer-to-Peer Systems
Middleware '01 Proceedings of the IFIP/ACM International Conference on Distributed Systems Platforms Heidelberg
Perfect simulation of monotone systems for rare event probability estimation
WSC '05 Proceedings of the 37th conference on Winter simulation
Coupling from the past in hybrid models for file sharing peer to peer systems
HSCC'07 Proceedings of the 10th international conference on Hybrid systems: computation and control
Reachability of uncertain linear systems using zonotopes
HSCC'05 Proceedings of the 8th international conference on Hybrid Systems: computation and control
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In this paper we present a class of hybrid systems made of deterministic differential equations and random discrete jumps. We then show how to construct a simulation of such a stochastic hybrid system that provides perfect samples of its asymptotic behavior based on the extension to continuous state-space of coupling-from-the-past techniques introduced by Foss and Tweedie (Stoch Models 14:187---204, 1998) and using suitable envelope trajectories to tackle non-monotonicity. The applicability of the method is illustrated by showing how this framework can be used to model the Squirrel peer to peer system and by reporting a simulation study based on this approach. This paper provides both a framework on how to carry simulation based experimental studies of large and complex hybrid systems and its application in the Squirrel model demonstrating how versatile and powerful this approach can be over a typical example.