A Note on the Approximation of Perpetuities - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Discrete Mathematics and Theoretical Computer Science Year : 2007

A Note on the Approximation of Perpetuities

Abstract

We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the perpetuity. We significantly reduce the complexity of the earlier algorithm. Also one particular perpetuity arising in the analysis of the selection algorithm Quickselect is studied in more detail. Our approach works well for distribution functions. For densities we have weaker error bounds although computer experiments indicate that densities can also be well approximated.
Fichier principal
Vignette du fichier
dmAH0109.pdf (372.9 Ko) Télécharger le fichier
Origin : Publisher files allowed on an open archive
Loading...

Dates and versions

hal-01184792 , version 1 (17-08-2015)

Identifiers

Cite

Margarete Knape, Ralph Neininger. A Note on the Approximation of Perpetuities. 2007 Conference on Analysis of Algorithms, AofA 07, 2007, Juan les Pins, France. pp.123-136, ⟨10.46298/dmtcs.3544⟩. ⟨hal-01184792⟩

Collections

TDS-MACS
43 View
486 Download

Altmetric

Share

Gmail Facebook X LinkedIn More