Campus Only Senior Thesis
Bachelor of Arts
© 2013 Robert Tristan Williams
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.
Williams, Robert Tristan, "Perfect Sampling of Vervaat Perpetuities" (2013). CMC Senior Theses. 628.
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