Perfect Simulation for a Stationary Silo with Absorbing Walls |
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Authors: | Garcia Nancy L Motta Mariana R |
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Institution: | (1) Departamento de Estatística, Universidade Estadual de Campinas, IMECC, UNICAMP, Caixa Postal 6065, 13081-970 Campinas, SP—, BRAZIL |
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Abstract: | The objective of this work is to generate random samples of the unique stationary distribution associated to the stochastic model for grain storage in a finite bidimensional silo. The support of this measure is an unbounded and continuous state space and therefore a truncation was necessary to apply the CFTP perfect simulation scheme. The performance of the algorithm was measured by comparing the sample moments to the theoretical ones. |
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Keywords: | CFTP invariant measure granular media |
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