On building random variables of a given distribution

DOI10.1214/aop/1176996400zbMath0302.60028MaRDI QIDQ1215978

Gérard Letac

Publication date: 1975

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996400

Mathematics Subject Classification ID

65C05: Monte Carlo methods

28A20: Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence

60G40: Stopping times; optimal stopping problems; gambling theory

28A35: Measures and integrals in product spaces