Perfect simulation of Vervaat perpetuities.

Fill, James Allen; Huber, Mark L.

Electronic Journal of Probability [electronic only] (2010)

  • Volume: 15, page 96-109
  • ISSN: 1083-589X

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Fill, James Allen, and Huber, Mark L.. "Perfect simulation of Vervaat perpetuities.." Electronic Journal of Probability [electronic only] 15 (2010): 96-109. <http://eudml.org/doc/222596>.

@article{Fill2010,
author = {Fill, James Allen, Huber, Mark L.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {perfect simulation; Markov chain; coupling into and from the past; dominating chain; multigamma coupler; perpetuity; Vervaat perpetuities; quickselect; Dickman distribution},
language = {eng},
pages = {96-109},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Perfect simulation of Vervaat perpetuities.},
url = {http://eudml.org/doc/222596},
volume = {15},
year = {2010},
}

TY - JOUR
AU - Fill, James Allen
AU - Huber, Mark L.
TI - Perfect simulation of Vervaat perpetuities.
JO - Electronic Journal of Probability [electronic only]
PY - 2010
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 15
SP - 96
EP - 109
LA - eng
KW - perfect simulation; Markov chain; coupling into and from the past; dominating chain; multigamma coupler; perpetuity; Vervaat perpetuities; quickselect; Dickman distribution
UR - http://eudml.org/doc/222596
ER -

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