Fast simulation of new coins from old
Nacu, Şerban ; Peres, Yuval
Ann. Appl. Probab., Tome 15 (2005) no. 1A, p. 93-115 / Harvested from Project Euclid
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Let S⊂(0,1). Given a known function f:S→(0,1), we consider the problem of using independent tosses of a coin with probability of heads p (where p∈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.
Publié le : 2005-02-14
Classification:  Simulation,  approximation theory,  Bernstein polynomials,  real analytic functions,  unbiasing,  65C50 
@article{1106922322,
     author = {Nacu, \c Serban and Peres, Yuval},
     title = {Fast simulation of new coins from old},
     journal = {Ann. Appl. Probab.},
     volume = {15},
     number = {1A},
     year = {2005},
     pages = { 93-115},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1106922322}
}

Nacu, Şerban; Peres, Yuval. Fast simulation of new coins from old. Ann. Appl. Probab., Tome 15 (2005) no. 1A, pp.  93-115. http://gdmltest.u-ga.fr/item/1106922322/