Friedrich, Felix Winkler, Gerhard Wittich, Olaf Liebscher, Volkmar
Year of Publication:
Discussion papers / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 329
We introduce coupling from the past, a recently developed method for exact sampling from a given distribution. Focus is on rigour and thorough proofs. We stay on an elementary level which requires little or no prior knowledge from probability theory. This should fill an obvious gap between innumerable intuitive and incomplete reviews, and few precise derivations on an abstract level.