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2010 Perfect Simulation of Vervaat Perpetuities
James Fill, Mark Huber
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Electron. J. Probab. 15: 96-109 (2010). DOI: 10.1214/EJP.v15-734

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 (the motivation for our work).

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James Fill. Mark Huber. "Perfect Simulation of Vervaat Perpetuities." Electron. J. Probab. 15 96 - 109, 2010. https://doi.org/10.1214/EJP.v15-734

Information

Accepted: 21 January 2010; Published: 2010
First available in Project Euclid: 1 June 2016

zbMATH: 1202.60120
MathSciNet: MR2587562
Digital Object Identifier: 10.1214/EJP.v15-734

Subjects:
Primary: 60J10
Secondary: 60E05, 60E15, 65C05, 68U20

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Vol.15 • 2010
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