Exact sampling with coupled Markov chains and applications to statistical mechanics
Proceedings of the seventh international conference on Random structures and algorithms
Perfect simulation of monotone systems for rare event probability estimation
WSC '05 Proceedings of the 37th conference on Winter simulation
Perfect simulation of index based routing queueing networks
ACM SIGMETRICS Performance Evaluation Review
Backward coupling in petri nets
valuetools '06 Proceedings of the 1st international conference on Performance evaluation methodolgies and tools
Psi^2 a Software Tool for the Perfect Simulation of Finite Queueing Networks
QEST '07 Proceedings of the Fourth International Conference on Quantitative Evaluation of Systems
Perfect simulation and monotone stochastic bounds
Proceedings of the 2nd international conference on Performance evaluation methodologies and tools
Backward Coupling in Bounded Free-Choice Nets Under Markovian and Non-Markovian Assumptions
Discrete Event Dynamic Systems
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
Statistical Model Checking Using Perfect Simulation
ATVA '09 Proceedings of the 7th International Symposium on Automated Technology for Verification and Analysis
Perfect sampling of load sharing policies in large scale distributed systems
ASMTA'10 Proceedings of the 17th international conference on Analytical and stochastic modeling techniques and applications
An initiative for a classified bibliography on G-networks
Performance Evaluation
Perfect sampling of phase-type servers using bounding envelopes
ASMTA'11 Proceedings of the 18th international conference on Analytical and stochastic modeling techniques and applications
Steady state property verification of very large systems
International Journal of Critical Computer-Based Systems
Acceleration of perfect sampling by skipping events
Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools
Perfect sampling of Markov chains with piecewise homogeneous events
Performance Evaluation
Steady-state property verification: a comparison study
VECoS'10 Proceedings of the Fourth international conference on Verification and Evaluation of Computer and Communication Systems
Bibliography on G-networks, negative customers and applications
Mathematical and Computer Modelling: An International Journal
Perfect sampling of networks with finite and infinite capacity queues
ASMTA'12 Proceedings of the 19th international conference on Analytical and Stochastic Modeling Techniques and Applications
Tradeoff between accuracy and efficiency in the time-parallel simulation of monotone systems
EPEW'12 Proceedings of the 9th European conference on Computer Performance Engineering
Tradeoff between accuracy and efficiency in the time-parallel simulation of monotone systems
EPEW'12 Proceedings of the 9th European conference on Computer Performance Engineering
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Perfect simulation, or coupling from the past, is an efficient technique for sampling the steady state of monotone discrete time Markov chains. Indeed, one only needs to consider two trajectories corresponding to minimal and maximal state in the system. We show here that even for non-monotone systems one only needs to compute two trajectories: an infimum and supremum envelope. Since the sequence of states obtained by taking infimum (resp. supremum) at each time step does not correspond to a feasible trajectory of the system, the envelopes might not couple or the coupling time might be larger. We show that the envelope approach is efficient for some classes of non-monotone queuing networks, such as networks of queues with batch arrivals, queues with fork and join nodes and/or with negative customers.