Appendix to ``Approximating perpetuities

DOI10.1007/s11009-012-9299-2zbMath1368.60023arXiv1203.0679OpenAlexW2111102599MaRDI QIDQ370895

Ralph Neininger, Margarete Knape

Publication date: 20 September 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0679

zbMATH Keywords

coupling from the pastperfect simulationquickselectkey exchangesmultigamma couplerperpetuity

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Distribution theory (60E99)

Cites Work

• Unnamed Item
• Approximating perpetuities
• Simulating the Dickman distribution
• Perfect simulation of Vervaat perpetuities
• A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
• Quickselect and the Dickman Function
• Exact Sampling from a Continuous State Space
• The double CFTP method
• Simulating perpetuities

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