Density approximation and exact simulation of random variables that are solutions of fixed-point equations

Advances in Applied Probability

Volumn 34, Issue 2, 2002, Pages 441-468

  Devroye, Luc ^a   Neininger, Ralph ^a  

^a MCGILL UNIVERSITY   (Canada)

Author keywords

Fixed point equation; Monte Carlo method; Perfect simulation; Random variate generation; Rejection method

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS;

FIXED-POINT EQUATIONS;

RANDOM PROCESSES;

EID: 0036612624     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1025131226     Document Type: Article

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