Efficiency of simulation in monotone hyper-stable queueing networks
Queueing Systems: Theory and Applications
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Perfect generation, also called perfect or exact simulation, provides a new technique to sample steady-state and avoids the burn-in time period. When the simulation algorithm stops, the returned state value is in steady-state. Initiated by Propp and Wilson in the context of statistical physics, this technique is based on a coupling from the past scheme that, provided some conditions on the system, ensures convergence in a finite time to steady-state. Recently, this approach has been successfully applied in various domains including stochastic geometry, interacting particle systems, statistical physics, networking.