Perfect simulation of Vervaat perpetuities
Probability
2010-01-08 v2 Statistics Theory
Statistics Theory
Abstract
We use coupling into and from the past to sample perfectly in a simple and provably fast fashion from the Vervaat family of perpetuities. The family includes the Dickman distribution, which arises both in number theory and in the analysis of the Quickselect algorithm, which was the motivation for our work.
Keywords
Cite
@article{arxiv.0908.1733,
title = {Perfect simulation of Vervaat perpetuities},
author = {James Allen Fill and Mark Huber},
journal= {arXiv preprint arXiv:0908.1733},
year = {2010}
}
Comments
14 pages, no figures