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Perfect Simulation of Vervaat Perpetuities


 
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1. Title Title of document Perfect Simulation of Vervaat Perpetuities
 
2. Creator Author's name, affiliation, country James Allen Fill; The Johns Hopkins University; United States
 
2. Creator Author's name, affiliation, country Mark L Huber; Claremont McKenna College; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Perfect simulation; Markov chain; coupling into and from the past; dominating chain; multigamma coupler; perpetuity; Vervaat perpetuities; Quickselect; Dickman distribution
 
3. Subject Subject classification Primary 60J10; Secondary: 65C05, 68U20, 60E05, 60E15.
 
4. Description 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).
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) National Science Foundation; The Johns Hopkins University' Acheson J. Duncan Fund for the Advancement of Research in Statistics
 
7. Date (YYYY-MM-DD) 2010-01-21
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/734
 
10. Identifier Digital Object Identifier 10.1214/EJP.v15-734
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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