On exact sampling of stochastic perpetuities (Q3094482)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On exact sampling of stochastic perpetuities |
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On exact sampling of stochastic perpetuities (English)
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25 October 2011
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perfect sampling
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coupling from the past
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Markov chain
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stochastic perpetuity
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stochastic fixed-point equation
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exact simulation algorithm
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