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math.PR2010
Random continued fractions with beta hypergeometric distribution
Gérard Letac, Mauro Piccioni
In a recent paper (Asci \textit{et al.}, 2008) it has been shown that certain random continued fractions have a density which is a product of a beta density and a hypergeometric fu…
math.PR2010★ 5 cited
A general framework for perfect simulation of long memory processes
Emilio De Santis, Mauro Piccioni
In this paper a general approach for the perfect simulation of a stationary process with at most countable state space is outlined. The process is specified through a kernel, presc…