Fast simulation of new coins from old

Details Fast simulation of new coins from old Fast simulation of new coins from old

2003-09-13

arxiv.org/abs/math/0309222v5

Annals of Applied Probability 2005, Vol. 15, No. 1A, 93-115

Mathematics

Probability

Published at http://dx.doi.org/10.1214/105051604000000549 in the Annals of Applied Probability (http://www.imstat.org/aap/) by

Scientific paper

10.1214/105051604000000549

Let S\subset (0,1). Given a known function f:S\to (0,1), we consider the problem of using independent tosses of a coin with probability of heads p (where p\in S is unknown) to simulate a coin with probability of heads f(p). We prove that if S is a closed interval and f is real analytic on S, then f has a fast simulation on S (the number of p-coin tosses needed has exponential tails). Conversely, if a function f has a fast simulation on an open set, then it is real analytic on that set.

Affiliated with

Also associated with

No associations

Rating

Fast simulation of new coins from old does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Fast simulation of new coins from old, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fast simulation of new coins from old will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-166979