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arXiv 0908.1733math.PRmath.STstat.TH
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完美模拟Vervaat Perpetuities

Perfect simulation of Vervaat perpetuities

James Allen Fill, Mark Huber

摘要:

我们使用与过去的耦合,以一种简单且可证明快速的方式从Vervaat家族的永恒中完美地采样。该家族包括Dickman分布,它出现在数论和快速选择算法的分析中,这是我们工作的动机。

英文摘要:

We use coupling into and from the past to sample perfectly in a simple and provably fast fashion from the Vervaat family of perpetuities. The family includes the Dickman distribution, which arises both in number theory and in the analysis of the Quickselect algorithm, which was the motivation for our work.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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