An elementary rigorous introduction to exact sampling

F. Friedrich, G. Winkler, O. Wittich, V. Liebscher

    Research output: Chapter in Book/Report/Conference proceedingChapterAcademicpeer-review


    We introduce coupling from the past, a recently developed method for exact sampling from a given distribution. Focus is on rigour and thorough proofs. We stay on an elementary level which requires little or no prior knowledge from probability theory. This should fill an obvious gap between innumerable intuitive and incomplete reviews, and few precise derivations on an abstract level.
    Original languageEnglish
    Title of host publicationRecent Advances in Applied Probability
    EditorsR. Baeza-Yates, J. Glaz, H. Gzyl, J. Hüsler, J.L. Palacios
    Place of PublicationNew York
    ISBN (Print)0-387-23378-4
    Publication statusPublished - 2004


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