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Descripción
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| Given a sequence of independent Bernoulli variables with unknown parameter p, and a function f expressed as a power series with non-negative coefficients that sum to at most 1, an algorithm is presented that produces a Bernoulli variable with parameter f(p). In particular, the algorithm can simulate f(p) = p^a, with a in (0,1). For functions with a derivative growing at least as f(p)/p as p tends to 0, the average number of inputs required by the algorithm is asymptotically optimal among all simulations that are fast in the sense of Nacu and Peres. A non-randomized version of the algorithm is also given. Some extensions are discussed. | |
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Internacional
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Si |
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JCR del ISI
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Si |
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Título de la revista
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Stochastic Processes And Their Applications |
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ISSN
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0304-4149 |
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Factor de impacto JCR
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1,051 |
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Información de impacto
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Volumen
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DOI
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10.1016/j.spa.2018.11.017 |
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Número de revista
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Desde la página
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1 |
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Hasta la página
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19 |
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Mes
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SIN MES |
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Ranking
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