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 , and a function expressed as a power series with non-negative coefficients that sum to at most , an algorithm is presented that produces a Bernoulli variable with parameter . In particular, the algorithm can simulate , . For functions with a derivative growing at least as for , 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