Nonexistence of a class of variate generation schemes.

DOI10.1016/S0167-6377(02)00217-1zbMath1034.65002OpenAlexW2071448049MaRDI QIDQ1413896

Peter W. Glynn, Shane G. Henderson

Publication date: 17 November 2003

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6377(02)00217-1

zbMATH Keywords

splitting techniquerandom variable generationregenerative processesdiscrete-event systemgeneral state space Markov chainssteady state simulationtransitional kernel

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete event control/observation systems (93C65) Numerical analysis or methods applied to Markov chains (65C40) Random number generation in numerical analysis (65C10)

Related Items (3)

Fast simulation of new coins from old ⋮ Simulating events of unknown probabilities via reverse time martingales ⋮ From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains

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