Fast simulation of new coins from old

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Fast Simulation Of New Coins From Old

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, i...

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Given a (known) function f : [0, 1] → (0, 1), we consider the problem of simulating a coin with probability of heads f(p) by tossing a coin with unknown heads probability p, as well as a fair coin, N times each, where N may be random. The work of Keane and O’Brien (1994) implies that such a simulation scheme with IPp(N < ∞) = 1 exists iff f is continuous. Nacu and Peres (2005) proved that f is ...

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ژورنال

عنوان ژورنال: The Annals of Applied Probability

سال: 2005

ISSN: 1050-5164

DOI: 10.1214/105051604000000549