This paper focuses on the issue of sampling directly from the stationary distribution of Vervaat perpetuities. It improves upon an algorithm for perfect sampling first presented by Fill & Huber by implementing both a faster multigamma coupler and a moving value of Xmax to increase the chance of unification. For beta = 1 we are able to reduce the expected steps for a sample by 22%, and at just beta = 3 we lower the expected time by over 80%. These improvements allow us to sample in reasonable time from perpetuities with much higher values of beta than was previously possible.
Identifer | oai:union.ndltd.org:CLAREMONT/oai:http://scholarship.claremont.edu/do/oai/:cmc_theses-1635 |
Date | 01 January 2013 |
Creators | Williams, Robert Tristan |
Publisher | Scholarship @ Claremont |
Source Sets | Claremont Colleges |
Detected Language | English |
Type | text |
Format | application/pdf |
Source | CMC Senior Theses |
Rights | © 2013 Robert Tristan Williams |
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