Exact simulation of generalised Vervaat perpetuities
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Publication:4968511
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Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 3066012 (Why is no real title available?)
- Analysis of quickselect : an algorithm for order statistics
- Asymptotic distribution theory for Hoare's selection algorithm
- Fast perfect simulation of Vervaat perpetuities
- Finite and infinite time ruin probabilities in a stochastic economic environment.
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- On exact sampling of nonnegative infinitely divisible random variables
- On exact sampling of stochastic perpetuities
- On secondary processes generated by a Poisson process and their applications in physics
- On stochastic processes connected with certain physical recording apparatuses
- On the central role of the scale invariant Poisson processes on (0,infty)
- Perfect simulation of Vervaat perpetuities
- Perpetuities with thin tails
- Simulating perpetuities
- Simulating the Dickman distribution
Cited in
(11)- Exact simulation of a truncated Lévy subordinator
- On exact sampling of stochastic perpetuities
- Exact simulation of Poisson-Dirichlet distribution and generalised gamma process
- Simulating perpetuities
- Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models
- Exact simulation of the extrema of stable processes
- Perfect simulation of Vervaat perpetuities
- An application of risk theory to mortgage lending
- Fast perfect simulation of Vervaat perpetuities
- Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
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