Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/23885
Authors: 
Friedrich, Felix
Winkler, Gerhard
Wittich, Olaf
Liebscher, Volkmar
Year of Publication: 
2003
Series/Report no.: 
Discussion papers / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 329
Abstract: 
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.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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