On building random variables of a given distribution

DOI10.1214/AOP/1176996400zbMath0302.60028OpenAlexW2070301790MaRDI QIDQ1215978

Gérard Letac

Publication date: 1975

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996400

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Stopping times; optimal stopping problems; gambling theory (60G40) Measures and integrals in product spaces (28A35)

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