Department of

Mathematics


Seminar Calendar
for Graduate Probability Seminar events the year of Tuesday, August 3, 2021.

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Thursday, September 23, 2021

2:00 pm in Altgeld Hall 347,Thursday, September 23, 2021

Coupling from the Past 1

Aditya Suresh Gopalan (UIUC ISE )

Abstract: Abstract: The Coupling from the Past algorithm of Propp and Wilson is a good technique for sampling from and proving the existence of stationary distributions for Markov chains. In this talk, we discuss the proof of the technique. Briefly, the system works by constructing sequences sample paths whose initial states are determined by the previous element in the sequence, so that the original states are ``pushed to minus infinity'', thus establishing the coupling and convergence. This technique has applications to a wide variety of fields; one such application to interference queueing will be discussed in the next talk.