- Published 2008 in Random Struct. Algorithms
DOI:10.1002/rsa.20212

Monte Carlo algorithms typically need to generate random variates from a probability distribution described by an unnormalized density or probability mass function. Perfect simulation algorithms generate random variates exactly from these distributions, but have a running time T that is itself an unbounded random variable. This article shows that commonly… CONTINUE READING

### Presentations referencing similar topics