From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains
Author:
Affiliation:
1. Department of Statistics, University of Warwick
2. Institute of Mathematics, University of Warsaw
3. Department of Mathematics, University of Warwick
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference44 articles.
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3. ASMUSSEN, S., GLYNN, P. W. and THORISSON, H. (1992). Stationarity detection in the initial transient problem. ACM Trans. Model. Comput. Simul. 2 130–157.
4. BLANCHET, J. and MENG, X. (2005). Exact sampling, regeneration and minorization conditions. Technical report. Columbia Univ. Available at https://web.stanford.edu/texttildelowjblanche/papers/JSMsent.pdf.
5. BLANCHET, J. and ZHANG, F. (2020). Exact simulation for multivariate Itô diffusions. Adv. in Appl. Probab. 52 1003–1034.
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