Simulating perpetuities
From MaRDI portal
Publication:5936989
DOI10.1023/A:1011470225335zbMath0982.65005MaRDI QIDQ5936989
Publication date: 26 March 2002
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
simulation; expected time analysis; infinite divisibility; perpetuities; pseudorandom number generation; rejection algorithm
65C10: Random number generation in numerical analysis
11K45: Pseudo-random numbers; Monte Carlo methods
Related Items
Perpetuities and asymptotic change-point analysis, Appendix to ``Approximating perpetuities, Approximating perpetuities, Simulating the Dickman distribution, Fast perfect simulation of Vervaat perpetuities, On Exact Sampling of Nonnegative Infinitely Divisible Random Variables