Fast simulation of new coins from old

DOI10.1214/105051604000000549zbMath1072.65007arXivmath/0309222MaRDI QIDQ1774211

Yuval Peres, Şerban Nacu

Publication date: 29 April 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0309222

zbMATH Keywords

Bernstein polynomials; probabilistic methods; simulation algorithms; fast simulation of new coins from old

Mathematics Subject Classification ID

60C05: Combinatorial probability

Related Items

Simulating events of unknown probabilities via reverse time martingales, Nearly Optimal Bernoulli Factories for Linear Functions, Random walks on dynamical percolation: mixing times, mean squared displacement and hitting times, New coins from old, smoothly, Barker's algorithm for Bayesian inference with intractable likelihoods, Probability, minimax approximation, and Nash-equilibrium. Estimating the parameter of a biased coin, Exact sampling for intractable probability distributions via a Bernoulli factory, On nonnegative unbiased estimators, Optimal linear Bernoulli factories for small mean problems, Efficient sampling methods for discrete distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Iterating von Neumann's procedure for extracting random bits
• Nonexistence of a class of variate generation schemes.
• A Bernoulli factory
• Probability Inequalities for Sums of Bounded Random Variables
• The Efficient Construction of an Unbiased Random Sequence
• Probability