Memorias de investigación
Research Publications in journals:
An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series
Year:2018

Research Areas
  • Probabilistic theory and procedures,
  • Electronic technology and of the communications

Information
Abstract
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.
International
Si
JCR
Si
Title
Stochastic Processes And Their Applications
ISBN
0304-4149
Impact factor JCR
1,051
Impact info
Volume
10.1016/j.spa.2018.11.017
Journal number
From page
1
To page
19
Month
SIN MES
Ranking
Participants

Research Group, Departaments and Institutes related
  • Creador: Grupo de Investigación: Tecnologías de la Información y las Comunicaciones (GTIC)
  • Centro o Instituto I+D+i: Centro de I+d+i en Procesado de la Información y Telecomunicaciones
  • Departamento: Señales, Sistemas y Radiocomunicaciones