Fast perfect simulation of Vervaat perpetuities

DOI10.1016/j.jco.2017.03.005zbMath1372.65024arXiv1510.01780OpenAlexW2963397574MaRDI QIDQ2402417

Kirkwood Cloud, Mark L. Huber

Publication date: 7 September 2017

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01780

zbMATH Keywords

stochastic processexact simulationVervaat perpetuitiesdominated coupling from the past

Mathematics Subject Classification ID

Related Items (5)

Exact simulation of generalised Vervaat perpetuities ⋮ Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models ⋮ Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities ⋮ On the properties of a Takács distribution ⋮ Exact simulation of the extrema of stable processes

Uses Software

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• Analysis of quickselect : an algorithm for order statistics
• Exact sampling with coupled Markov chains and applications to statistical mechanics
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