The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. Devroye, Luc. Simulating perpetuities. Methodol. Comput. Appl. Probab. 3 (2001), no. 1, 97–115. MR1833738 (2003a:65008)
  2. Devroye, L.; Fawzi, O. Simulating the Dickman distribution. Statistics and Probability Letters 80 (2010), 242–247.
  3. Durrett, Richard. Probability. Theory and examples. The Wadsworth & Brooks/Cole Statistics/Probability Series. Wadsworth & Brooks/Cole Advanced Books & Software, Pacific Grove, CA, 1991. x+453 pp. ISBN: 0-534-13206-5 MR1068527 (91m:60002)
  4. Hoare, C. R. Find (algorithm 65). Comm. ACM 4 (1961), 321–322.
  5. Huber, M.; Wolpert, R. L. Likelihood-based inference for Matérn Type III repulsive point processes. Adv. Appl. Prob., to appear.
  6. Hwang, Hsien-Kuei; Tsai, Tsung-Hsi. Quickselect and the Dickman function. Combin. Probab. Comput. 11 (2002), no. 4, 353–371. MR1918722 (2003g:68031)
  7. Kendall, W. S. Perfect simulation for the area-interaction point process. In Proceedings of the Symposium on Probabiity Towards the Year 2000 (1995).
  8. Kendall, Wilfrid S.; Møller, Jesper. Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes. Adv. in Appl. Probab. 32 (2000), no. 3, 844–865. MR1788098 (2001h:62176)
  9. Kendall, W. S.; Thönnes, E.. Random walk CFTP. Technical report, Department of Statistics, University of Warwick (2004).
  10. Lawler, Gregory F. Introduction to stochastic processes. Chapman & Hall Probability Series. Chapman & Hall, New York, 1995. x+176 pp. ISBN: 0-412-99511-5 MR1372946 (97a:60001)
  11. Lindvall, Torgny. Lectures on the coupling method. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1992. xiv+257 pp. ISBN: 0-471-54025-0 MR1180522 (94c:60002)
  12. Mahmoud, Hosam M.; Modarres, Reza; Smythe, Robert T. Analysis of QUICKSELECT: an algorithm for order statistics. RAIRO Inform. Théor. Appl. 29 (1995), no. 4, 255–276. MR1359052 (96h:68040)
  13. Murdoch, D. J.; Green, P. J. Exact sampling from a continuous state space. Scand. J. Statist. 25 (1998), no. 3, 483–502. MR1650023
  14. Propp, James Gary; Wilson, David Bruce. Exact sampling with coupled Markov chains and applications to statistical mechanics. Proceedings of the Seventh International Conference on Random Structures and Algorithms (Atlanta, GA, 1995). Random Structures Algorithms 9 (1996), no. 1-2, 223–252. MR1611693 (99k:60176)
  15. Vervaat, Wim. On a stochastic difference equation and a representation of nonnegative infinitely divisible random variables. Adv. in Appl. Probab. 11 (1979), no. 4, 750–783. MR0544194 (81b:60064)
  16. Wilson, David Bruce. Layered multishift coupling for use in perfect sampling algorithms (with a primer on CFTP). Monte Carlo methods (Toronto, ON, 1998), 143–179, Fields Inst. Commun., 26, Amer. Math. Soc., Providence, RI, 2000. MR1772313 (2001h:65014)
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.