Exact simulation of generalised Vervaat perpetuities (Q4968511)
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scientific article; zbMATH DE number 7080594
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| default for all languages | No label defined |
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| English | Exact simulation of generalised Vervaat perpetuities |
scientific article; zbMATH DE number 7080594 |
Statements
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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0.9366914
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0.9251621
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0.88142633
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0.8793521
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0.8717136
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0.86866355
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0.8650702
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0.86173964
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