Optimal linear Bernoulli factories for small mean problems (Q2397969)
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English | Optimal linear Bernoulli factories for small mean problems |
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Optimal linear Bernoulli factories for small mean problems (English)
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14 August 2017
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The paper presents several algorithms producing Bernoulli factories (linear BF, logistic BF, high power logistic BF, multivariate BF, their variants, etc.) for the function \(f(p)=Cp\) for some constant \(C\). To that purpose the author uses Poisson processes and random walks. He is also interested in the mean time needed for accomplishing the suggested algorithms and shows that it is up to 80 times better than the algorithms proposed earlier. No information about the variability of the suggested algorithms is given.
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randomized algorithm
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near perfect simulation
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regenerative processes
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Poisson process
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Bernoulli factory (BF)
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random walk
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