Appendix to "Approximating perpetuities"
Probability
2012-07-31 v2
Abstract
An algorithm for perfect simulation from the unique solution of the distributional fixed point equation is constructed, where and are independent and is uniformly distributed on . This distribution comes up as a limit distribution in the probabilistic analysis of the Quickselect algorithm. Our simulation algorithm is based on coupling from the past with a multigamma coupler. It has four lines of code.
Cite
@article{arxiv.1203.0679,
title = {Appendix to "Approximating perpetuities"},
author = {Margarete Knape and Ralph Neininger},
journal= {arXiv preprint arXiv:1203.0679},
year = {2012}
}