DOAJ Open Access 2007

A Note on the Approximation of Perpetuities

Margarete Knape Ralph Neininger

Lihat Sumber DOI

Abstrak

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 algorithm. Also one particular perpetuity arising in the analysis of the selection algorithm Quickselect is studied in more detail. Our approach works well for distribution functions. For densities we have weaker error bounds although computer experiments indicate that densities can also be well approximated.

Topik & Kata Kunci

Mathematics

Penulis (2)

Margarete Knape

Ralph Neininger

Format Sitasi

APA MLA BibTeX

Knape, M., Neininger, R. (2007). A Note on the Approximation of Perpetuities. https://doi.org/10.46298/dmtcs.3544

Akses Cepat

Lihat di Sumber doi.org/10.46298/dmtcs.3544

Informasi Jurnal

Tahun Terbit: 2007
Sumber Database: DOAJ
DOI: 10.46298/dmtcs.3544
Akses: Open Access ✓