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RIEB, Kobe University Site Map Access 日本語 Home Research & Education Publications RIEB Discussion Paper Series (English) RIEB Discussion Paper Series No.2013-37 RIEB Discussion Paper Series No.2013-37 Title Exact Sampling for Industry Dynamics and Other Regenerative Processes Abstract In this paper we introduce a technique for perfect sampling from the stationary distribution of possibly non-monotone regenerative processes, such as those that describe industry dynamics (where regeneration corresponds to the process of exit of firms and entry of new ones). The algorithm we propose is a version of coupling from the past that is straightforward to implement, and that exploits the regenerative property of the process in order to achieve rapid coupling. Keywords Regeneration, Rejuvenation, Simulation, Coupling from the past, Perfect sampling Inquiries Takashi KAMIHIGASHI Research Institute for Economics and Business Administration Kobe University Rokkodai-cho, Nada-ku, Kobe 657-8501 Japan Phone: +81-78-803-7036 FAX: +81-78-803-7059 John STACHURSKI Research School of Economics, Australian National University About RIEB Faculty Seminars at RIEB Research & Education Sections Kobe University Site Policy Site Map Access Contact Us Copyright©1996-2018 Research Institute for Economics and Business Administration, Kobe University. All Rights Reserved.