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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 Y=dUY+U(1U)Y=_d UY + U(1-U) is constructed, where YY and UU are independent and UU is uniformly distributed on [0,1][0,1]. 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.

Keywords

Cite

@article{arxiv.1203.0679,
  title  = {Appendix to "Approximating perpetuities"},
  author = {Margarete Knape and Ralph Neininger},
  journal= {arXiv preprint arXiv:1203.0679},
  year   = {2012}
}
R2 v1 2026-06-21T20:28:36.991Z