Perfect simulation of Vervaat perpetuities

Details Perfect simulation of Vervaat perpetuities Perfect simulation of Vervaat perpetuities

2009-08-12

arxiv.org/abs/0908.1733v2

Mathematics

Probability

14 pages, no figures

Scientific paper

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.

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