Exact simulation of generalised Vervaat perpetuities (Q4968511)
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scientific article; zbMATH DE number 7080594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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