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Fast perfect simulation of Vervaat perpetuities - MaRDI portal

Fast perfect simulation of Vervaat perpetuities (Q2402417)

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Fast perfect simulation of Vervaat perpetuities
scientific article

    Statements

    title
    Fast perfect simulation of Vervaat perpetuities (English)
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    author
    Kirkwood Cloud
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    Mark L. Huber
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    publication date
    7 September 2017
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    zbMATH Keywords
    exact simulation
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    dominated coupling from the past
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    Vervaat perpetuities
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    stochastic process
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    Identifiers

    Mathematics Subject Classification ID
    65C50
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    60G99
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    91B99
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    zbMATH DE Number
    6770541
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    OpenAlex ID
    W2963397574
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    arXiv ID
    1510.01780
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