Mark Huber Publications
Perfect simulation of Vervaat Perpetuities
J.A. Fill and M. L. Huber, Electronic Journal of Probability, vol. 15 (2010), pp. 96-109.
Abstract: We use coupling into and from the past to sample perfectly in a simple and provably fast fashion from the Vervaat family of perpetuties. The family includes the Dickman distributions, which arises both in number theory and in the analysis of the Quickselect algorithm (the motivation for our work.)
Keywords: Perfect simulation; Markov chain, coupling into and from the past; dominating chain, multigamma couple, perpetutiy, Vervaat perpetutities, Quickselect, Dickman Distributions
2000 Mathematics Subject Classification: Primary 60J10, Secondary 65C05,68U20,60E05,60E15.
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