Open Access
February 2005 Fast simulation of new coins from old
Şerban Nacu, Yuval Peres
Ann. Appl. Probab. 15(1A): 93-115 (February 2005). DOI: 10.1214/105051604000000549


Let S⊂(0,1). Given a known function f:S→(0,1), we consider the problem of using independent tosses of a coin with probability of heads p (where pS is unknown) to simulate a coin with probability of heads f(p). We prove that if S is a closed interval and f is real analytic on S, then f has a fast simulation on S (the number of p-coin tosses needed has exponential tails). Conversely, if a function f has a fast simulation on an open set, then it is real analytic on that set.


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Şerban Nacu. Yuval Peres. "Fast simulation of new coins from old." Ann. Appl. Probab. 15 (1A) 93 - 115, February 2005.


Published: February 2005
First available in Project Euclid: 28 January 2005

zbMATH: 1072.65007
MathSciNet: MR2115037
Digital Object Identifier: 10.1214/105051604000000549

Primary: 65C50

Keywords: approximation theory , Bernstein polynomials , real analytic functions , simulation , unbiasing

Rights: Copyright © 2005 Institute of Mathematical Statistics

Vol.15 • No. 1A • February 2005
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