On exact sampling of stochastic perpetuities (Q3094482)
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scientific article; zbMATH DE number 5963728
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On exact sampling of stochastic perpetuities |
scientific article; zbMATH DE number 5963728 |
Statements
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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0.7918091416358948
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0.7918088436126709
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0.7912856340408325
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0.7906803488731384
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0.7868173718452454
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