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Estimation of critical values in interacting particle systems

Part of: Markov processes Special processes

Published online by Cambridge University Press:  14 July 2016

Raúl Gouet ,
F. Javier López  and
Gerardo Sanz
Raúl Gouet*
Affiliation:
University of Chile
F. Javier López*
Affiliation:
University of Zaragoza
Gerardo Sanz*
Affiliation:
University of Zaragoza
*
∗Postal address: Dpto. Ingenierí a Matemática, Universidad de Chile, Santiago, Chile
∗∗Postal address: Dpto. Métodos Estadísticos, Facultad de Ciencias, Universidad de Zaragoza, 50009 Zaragoza, Spain
∗∗Postal address: Dpto. Métodos Estadísticos, Facultad de Ciencias, Universidad de Zaragoza, 50009 Zaragoza, Spain
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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.

Keywords

Interacting particle systemscontact processcritical values

MSC classification

Primary: 60K35: Interacting random processes; statistical mechanics type models; percolation theory
Secondary: 60J25: Continuous-time Markov processes on general state spaces
Type
Research Papers
Information
Journal of Applied Probability , Volume 37 , Issue 1 , March 2000 , pp. 118 - 125
Copyright
Copyright © 2000 by The Applied Probability Trust 

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