Exact simulation of generalised Vervaat perpetuities (Q4968511)

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

    Statements

    title
    Exact simulation of generalised Vervaat perpetuities (English)
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    author
    Angelos Dassios
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    Yan Qu
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    Jia Wei Lim
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    publication date
    15 July 2019
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1017/jpr.2019.6
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    Mathematics Subject Classification ID
    60G51
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    60K15
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    65C05
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    zbMATH DE Number
    7080594
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    OpenAlex ID
    W2913975020
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