Exact simulation of generalised Vervaat perpetuities (Q4968511)

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scientific article; zbMATH DE number 7080594
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Exact simulation of generalised Vervaat perpetuities
scientific article; zbMATH DE number 7080594

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    Exact simulation of generalised Vervaat perpetuities (English)
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    15 July 2019
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    Vervaat perpetuity
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    Dickman distribution
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    truncated gamma process
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    exact simulation
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    marked renewal process
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