Abstract
An algorithm is developed for exact simulation from distributions that are defined as fixed points of maps between spaces of probability measures. The fixed points of the class of maps under consideration include examples of limit distributions of random variables studied in the probabilistic analysis of algorithms. Approximating sequences for the densities of the fixed points with explicit error bounds are constructed. The sampling algorithm relies on a modified rejection method.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
