New coins from old, smoothly

Abstract: Given a (known) function

f : [0, 1] o (0, 1)

, we consider the problem of simulating a coin with probability of heads

f (p)

by tossing a coin with unknown heads probability

p

, as well as a fair coin,

N

times each, where

N

may be random. The work of Keane and O'Brien (1994) implies that such a simulation scheme with the probability

P_{p} (N < i n f t y)

equal to 1 exists iff

f

is continuous. Nacu and Peres (2005) proved that

f

is real analytic in an open set

S s u b s e t (0, 1)

iff such a simulation scheme exists with the probability

P_{p} (N > n)

decaying exponentially in

n

for every

p i n S

. We prove that for

a l p h a > 0

non-integer,

f

is in the space

C^{a} l p h a [0, 1]

if and only if a simulation scheme as above exists with

P_{p} (N > n) l e C (D e l t a_{n} (p))^{a} l p h a

, where

D e l t a_{n} (x) e q b d m a x s q r t x (1 - x) / n, 1 / n

. The key to the proof is a new result in approximation theory: Let

B_{n}

be the cone of univariate polynomials with nonnegative Bernstein coefficients of degree

n

. We show that a function

f : [0, 1] o (0, 1)

is in

C^{a} l p h a [0, 1]

if and only if

f

has a series representation

s u m_{n = 1}^{i} n f t y F_{n}

with

F_{n} i n B_{n}

and

s u m_{k > n} F_{k} (x) l e C (D e l t a_{n} (x))^{a} l p h a

for all

x i n [0, 1]

and

n g e 1

. We also provide a counterexample to a theorem stated without proof by Lorentz (1963), who claimed that if some

p h i_{n} i n B_{n}

satisfy

| f (x) - p h i_{n} (x) | l e C (D e l t a_{n} (x))^{a} l p h a

for all

x i n [0, 1]

and

n g e 1

, then

f i n C^{a} l p h a [0, 1]

.

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