Appendix to “Approximating Perpetuities”-Reference-Cited by-同舟云学术

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Appendix to “Approximating Perpetuities”

Published:2012-07-25 Issue:3 Volume:15 Page:707-712
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Knape Margarete,Neininger Ralph

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-012-9299-2.pdf

Reference10 articles.

1. Devroye L (1986) Nonuniform random variate generation. Springer, New York

2. Devroye L (2001) Simulating perpetuities. Methodol Comput Appl Probab 3:97–115

3. Devroye L, Fawzi O (2010) Simulating the Dickman distribution. Stat Probab Lett 80:242–247

4. Devroye L, James L (2011) The double CFTP method. ACM Trans Model Comput Simul 21:1–20

5. Fawzi O (2007) Efficient sampling from perpetuities using coupling from the past. Unpublished research report, available via http://www.cs.mcgill.ca/ ofawzi/docs/rapportM1.pdf

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1. A Gaussian limit process for optimal FIND algorithms;Electronic Journal of Probability;2014-01-01

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