An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series

被引:7
作者
Mendo, Luis [1 ]
机构
[1] Univ Politecn Madrid, Informat Proc & Telecommun Ctr, Ave Complutense 30, E-28040 Madrid, Spain
关键词
Bernoulli factory; Simulation; Power series;
D O I
10.1016/j.spa.2018.11.017
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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), a is an element of (0, 1). For functions with a derivative growing at least as f (p)/p for p -> 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. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码:4366 / 4384
页数:19
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