English

An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series

Statistics Theory 2024-11-26 v5 Statistics Theory

Abstract

Given a sequence of independent Bernoulli variables with unknown parameter pp, and a function ff expressed as a power series with non-negative coefficients that sum to at most 11, an algorithm is presented that produces a Bernoulli variable with parameter f(p)f(p). In particular, the algorithm can simulate f(p)=paf(p)=p^a, a(0,1)a\in(0,1). For functions with a derivative growing at least as f(p)/pf(p)/p for p0p\rightarrow 0, the average number of inputs required by the algorithm is asymptotically optimal among all simulations that are fast in the sense of Nacu and Peres. A non-randomized version of the algorithm is also given. Some extensions are discussed.

Keywords

Cite

@article{arxiv.1612.08923,
  title  = {An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series},
  author = {Luis Mendo},
  journal= {arXiv preprint arXiv:1612.08923},
  year   = {2024}
}

Comments

Minor corrections; format