Fast simulation of new coins from old

DOI10.1214/105051604000000549zbMath1072.65007arXivmath/0309222OpenAlexW1975763279MaRDI QIDQ1774211

Yuval Peres, Şerban Nacu

Publication date: 29 April 2005

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

Full work available at URL: https://arxiv.org/abs/math/0309222

zbMATH Keywords

Bernstein polynomialsprobabilistic methodssimulation algorithmsfast simulation of new coins from old

Mathematics Subject Classification ID

Related Items (18)

ASYMPTOTIC ANALYSIS OF PERES’ ALGORITHM FOR RANDOM NUMBER GENERATION ⋮ Biased coin puzzles ⋮ Optimal linear Bernoulli factories for small mean problems ⋮ Efficient sampling methods for discrete distributions ⋮ Multiparameter Bernoulli factories ⋮ Bernoulli Factories for Flow-Based Polytopes ⋮ Combinatorial Bernoulli factories ⋮ Nearly Optimal Bernoulli Factories for Linear Functions ⋮ Barker's algorithm for Bayesian inference with intractable likelihoods ⋮ Exact sampling for intractable probability distributions via a Bernoulli factory ⋮ Probability, minimax approximation, and Nash-equilibrium. Estimating the parameter of a biased coin ⋮ New coins from old, smoothly ⋮ Random walks on dynamical percolation: mixing times, mean squared displacement and hitting times ⋮ An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series ⋮ Simulating events of unknown probabilities via reverse time martingales ⋮ Exact simulation for multivariate Itô diffusions ⋮ On nonnegative unbiased estimators ⋮ From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains

Cites Work

• Iterating von Neumann's procedure for extracting random bits
• Nonexistence of a class of variate generation schemes.
• A Bernoulli factory
• Probability Inequalities for Sums of Bounded Random Variables
• The Efficient Construction of an Unbiased Random Sequence
• Probability
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