A Bernoulli factory-Reference-Cited by-同舟云学术

A Bernoulli factory

Published:1994-04 Issue:2 Volume:4 Page:213-219
ISSN:1049-3301
Container-title:ACM Transactions on Modeling and Computer Simulation
language:en
Short-container-title:ACM Trans. Model. Comput. Simul.

Author:

Keane M. S.¹,O'Brien George L.²

Affiliation:

1. Delft Univ. of Technology, Amsterdam, The Netherlands

2. York Univ., North York, Ont., Canada

Abstract

Necessary and sufficient conditions on a function f(p) are given for the existence of a simulation procedure to simulate a Bernoulli variable with success probability f(p) from independent Bernoulli variables with success probability p, with p being constrained to lie in a subset P of [0,1] but otherwise unknown —Authors' Abstract .

Publisher

Association for Computing Machinery (ACM)

Subject

Computer Science Applications,Modeling and Simulation

Link

https://dl.acm.org/doi/pdf/10.1145/175007.175019

Reference4 articles.

1. ALDOUS D. 1993. On simulating a Markov chain stationary distribution when transition probabilities are unknown. Preprint. ALDOUS D. 1993. On simulating a Markov chain stationary distribution when transition probabilities are unknown. Preprint.

2. Stationarity detection in the initial transient problem

3. Independent unbiased coin flips from a correlated biased source—A finite state markov chain

4. Various techniques used in connection with random digits;Appl. Math. Ser.,1951

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