Perfect simulation of Vervaat perpetuities
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Publication:967720
DOI10.1214/EJP.v15-734zbMath1202.60120arXiv0908.1733MaRDI QIDQ967720
Mark L. Huber, James Allen Fill
Publication date: 30 April 2010
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.1733
Markov chain; perfect simulation; quickselect; multigamma coupler; perpetuity; Dickman distribution; coupling into and from the past; dominating chain; Vervaat perpetuities
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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