A Note on the Approximation of Perpetuities
We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the perpetuity. We significantly reduce the complexity of the earlier al...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Discrete Mathematics & Theoretical Computer Science
2007-01-01
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| Series: | Discrete Mathematics & Theoretical Computer Science |
| Subjects: | |
| Online Access: | https://dmtcs.episciences.org/3544/pdf |