Perfect Simulation of Vervaat Perpetuities

James Fill; Mark Huber

doi:10.1214/EJP.v15-734

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Home > Journals > Electron. J. Probab. > Volume 15 > Article

2010 Perfect Simulation of Vervaat Perpetuities

James Fill, Mark Huber

Author Affiliations +

James Fill,¹ Mark Huber²
¹The Johns Hopkins University
²Claremont McKenna College

Electron. J. Probab. 15: 96-109 (2010). DOI: 10.1214/EJP.v15-734

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Abstract

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 (the motivation for our work).

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James Fill. Mark Huber. "Perfect Simulation of Vervaat Perpetuities." Electron. J. Probab. 15 96 - 109, 2010. https://doi.org/10.1214/EJP.v15-734

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Accepted: 21 January 2010; Published: 2010

First available in Project Euclid: 1 June 2016

zbMATH: 1202.60120

MathSciNet: MR2587562

Digital Object Identifier: 10.1214/EJP.v15-734

Subjects:

Primary: 60J10

Secondary: 60E05 , 60E15 , 65C05 , 68U20

Keywords: coupling into and from the past , Dickman distribution , dominating chain , Markov chain , Multigamma Coupler , perfect simulation , perpetuity , QuickSelect , Vervaat perpetuities

Rights: Creative Commons Attribution 3.0 License

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