A Bernoulli factory

DOI10.1145/175007.175019zbMath0844.60008OpenAlexW1985617186MaRDI QIDQ4876045

George L. O'Brien, Michael S. Keane

Publication date: 28 April 1996

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

simulation procedureBernoulli variable

Mathematics Subject Classification ID

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

Related Items (18)

Model checking QCTL plus on quantum Markov chains ⋮ ASYMPTOTIC ANALYSIS OF PERES’ ALGORITHM FOR RANDOM NUMBER GENERATION ⋮ Optimal linear Bernoulli factories for small mean problems ⋮ Aleatoric propositions: reasoning about coins ⋮ Multiparameter Bernoulli factories ⋮ Bernoulli Factories for Flow-Based Polytopes ⋮ Combinatorial Bernoulli factories ⋮ Nearly Optimal Bernoulli Factories for Linear Functions ⋮ Barker's algorithm for Bayesian inference with intractable likelihoods ⋮ Exact sampling for intractable probability distributions via a Bernoulli factory ⋮ Nonexistence of a class of variate generation schemes. ⋮ New coins from old, smoothly ⋮ Complexity Questions in Non-Uniform Random Variate Generation ⋮ An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series ⋮ Fast simulation of new coins from old ⋮ Simulating events of unknown probabilities via reverse time martingales ⋮ On nonnegative unbiased estimators ⋮ From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains

This page was built for publication: A Bernoulli factory