Sharp entropy bounds for discrete statistical simulation
نویسنده
چکیده
We de ne a general procedure for simulating a given discrete distribution using a sequence of i.i.d. random variables. This procedure is used to prove that a natural information-theoretic bound on the number of samples required to simulate the distribution can be arbitrarily approached in a limiting sense. c © 1999 Elsevier Science B.V. All rights reserved
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