Estimation of critical values in interacting particle systems
Abstract
The estimation of critical values is one of the most interesting problems in the study of interacting particle systems. The bounds obtained analytically are not usually very tight and, therefore, computer simulation has been proved to be very useful in the estimation of these values. In this paper we present a new method for the estimation of critical values in any interacting particle system with an absorbing state. The method, based on the asymptotic behaviour of the absorption time of the process, is very easy to implement and provides good estimates. It can also be applied to processes different from particle systems.
Más información
Título según WOS: | Estimation of critical values in interacting particle systems |
Título según SCOPUS: | Estimation of critical values in interacting particle systems |
Título de la Revista: | JOURNAL OF APPLIED PROBABILITY |
Volumen: | 37 |
Número: | 1 |
Editorial: | CAMBRIDGE UNIV PRESS |
Fecha de publicación: | 2000 |
Página de inicio: | 118 |
Página final: | 125 |
Idioma: | English |
DOI: |
10.1239/jap/1014842272 |
Notas: | ISI, SCOPUS - ISI |