The double CFTP method

DOI10.1145/1899396.1899398zbMath1386.65048OpenAlexW2164907674MaRDI QIDQ4635169

Luc P. Devroye, Lancelot F. James

Publication date: 16 April 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1899396.1899398

zbMATH Keywords

simulationMarkov chainsMonte Carlo methodsdistribution theoryexpected time analysisperpetuitiesrandom partitionscoupling from the pastrandom variate generationstochastic fixed point equationsBessel bridgeDirichlet meansstochastic recurrencesPoisson-Dirichlet means

Mathematics Subject Classification ID

Related Items (5)

Appendix to ``Approximating perpetuities ⋮ Quantile clocks ⋮ Exact simulation of the extrema of stable processes ⋮ Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James ⋮ On simulation and properties of the stable law

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