Fast simulation of new coins from old
| dc.creator | Nacu, Serban | |
| dc.creator | Peres, Yuval | |
| dc.date | 2003-09-13 | |
| dc.date | 2005-03-31 | |
| dc.date.accessioned | 2026-07-07T05:01:06Z | |
| dc.date.available | 2026-07-07T05:01:06Z | |
| dc.description | Let S\subset (0,1). Given a known function f:S\to (0,1), we consider the problem of using independent tosses of a coin with probability of heads p (where p\in S is unknown) to simulate a coin with probability of heads f(p). We prove that if S is a closed interval and f is real analytic on S, then f has a fast simulation on S (the number of p-coin tosses needed has exponential tails). Conversely, if a function f has a fast simulation on an open set, then it is real analytic on that set. | |
| dc.description | Published at http://dx.doi.org/10.1214/105051604000000549 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0309222 | |
| dc.identifier | http://arxiv.org/abs/math/0309222 | |
| dc.identifier | Annals of Applied Probability 2005, Vol. 15, No. 1A, 93-115 | |
| dc.identifier | doi:10.1214/105051604000000549 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/68555 | |
| dc.subject | Probability | |
| dc.subject | 65C50. (Primary) | |
| dc.title | Fast simulation of new coins from old | |
| dc.type | text |