Appendix to “Approximating Perpetuities”

Margarete Knape () and Ralph Neininger ()
Additional contact information
Margarete Knape: J.W. Goethe-University
Ralph Neininger: J.W. Goethe-University

Methodology and Computing in Applied Probability, 2013, vol. 15, issue 3, 707-712

Abstract: Abstract An algorithm for perfect simulation from the unique solution of the distributional fixed point equation Y = d UY + U(1 − U) is constructed, where Y and U are independent and U is uniformly distributed on [0,1]. This distribution comes up as a limit distribution in the probabilistic analysis of the Quickselect algorithm. Our simulation algorithm is based on coupling from the past with a multigamma coupler. It has four lines of code.

Keywords: Perfect simulation; Perpetuity; Quickselect; Coupling from the past; Multigamma coupler; Key exchanges; 11K45; 65C05; 65C10; 68U20; 60E05 (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s11009-012-9299-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-012-9299-2

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/11009

DOI: 10.1007/s11009-012-9299-2

Access Statistics for this article

Methodology and Computing in Applied Probability is currently edited by Joseph Glaz

More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().