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71
NonUniform Random Variate Generation
, 1986
"... This is a survey of the main methods in nonuniform random variate generation, and highlights recent research on the subject. Classical paradigms such as inversion, rejection, guide tables, and transformations are reviewed. We provide information on the expected time complexity of various algorith ..."
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Cited by 1021 (26 self)
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This is a survey of the main methods in nonuniform random variate generation, and highlights recent research on the subject. Classical paradigms such as inversion, rejection, guide tables, and transformations are reviewed. We provide information on the expected time complexity of various algorithms, before addressing modern topics such as indirectly specified distributions, random processes, and Markov chain methods.
A survey of maxtype recursive distributional equations
 Annals of Applied Probability 15 (2005
, 2005
"... In certain problems in a variety of applied probability settings (from probabilistic analysis of algorithms to statistical physics), the central requirement is to solve a recursive distributional equation of the form X d = g((ξi,Xi), i ≥ 1). Here(ξi) and g(·) are given and the Xi are independent cop ..."
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Cited by 86 (6 self)
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In certain problems in a variety of applied probability settings (from probabilistic analysis of algorithms to statistical physics), the central requirement is to solve a recursive distributional equation of the form X d = g((ξi,Xi), i ≥ 1). Here(ξi) and g(·) are given and the Xi are independent copies of the unknown distribution X. We survey this area, emphasizing examples where the function g(·) is essentially a “maximum ” or “minimum” function. We draw attention to the theoretical question of endogeny: inthe associated recursive tree process X i,aretheX i measurable functions of the innovations process (ξ i)? 1. Introduction. Write
A general limit theorem for recursive algorithms and combinatorial structures
 ANN. APPL. PROB
, 2004
"... Limit laws are proven by the contraction method for random vectors of a recursive nature as they arise as parameters of combinatorial structures such as random trees or recursive algorithms, where we use the Zolotarev metric. In comparison to previous applications of this method, a general transfer ..."
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Cited by 73 (24 self)
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Limit laws are proven by the contraction method for random vectors of a recursive nature as they arise as parameters of combinatorial structures such as random trees or recursive algorithms, where we use the Zolotarev metric. In comparison to previous applications of this method, a general transfer theorem is derived which allows us to establish a limit law on the basis of the recursive structure and to use the asymptotics of the first and second moments of the sequence. In particular, a general asymptotic normality result is obtained by this theorem which typically cannot be handled by the more common ℓ2 metrics. As applications we derive quite automatically many asymptotic limit results ranging from the size of tries or mary search trees and path lengths in digital structures to mergesort and parameters of random recursive trees, which were previously shown by different methods one by one. We also obtain a related local density approximation result as well as a global approximation result. For the proofs of these results we establish that a smoothed density distance as well as a smoothed total variation distance can be estimated from above by the Zolotarev metric, which is the main tool in this article.
Phase Change of Limit Laws in the Quicksort Recurrence Under Varying Toll Functions
, 2001
"... We characterize all limit laws of the quicksort type random variables defined recursively by Xn = X In + X # n1In + Tn when the "toll function" Tn varies and satisfies general conditions, where (Xn ), (X # n ), (I n , Tn ) are independent, Xn . . . , n 1}. When the "to ..."
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Cited by 54 (17 self)
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We characterize all limit laws of the quicksort type random variables defined recursively by Xn = X In + X # n1In + Tn when the "toll function" Tn varies and satisfies general conditions, where (Xn ), (X # n ), (I n , Tn ) are independent, Xn . . . , n 1}. When the "toll function" Tn (cost needed to partition the original problem into smaller subproblems) is small (roughly lim sup n## log E(Tn )/ log n 1/2), Xn is asymptotically normally distributed; nonnormal limit laws emerge when Tn becomes larger. We give many new examples ranging from the number of exchanges in quicksort to sorting on broadcast communication model, from an insitu permutation algorithm to tree traversal algorithms, etc.
Second Phase Changes in Random MAry Search Trees and Generalized Quicksort: Convergence Rates
, 2002
"... We study the convergence rate to normal limit law for the space requirement of random mary search trees. While it is known that the random variable is asymptotically normally distributed for 3 m 26 and that the limit law does not exist for m ? 26, we show that the convergence rate is O(n ) for ..."
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Cited by 48 (11 self)
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We study the convergence rate to normal limit law for the space requirement of random mary search trees. While it is known that the random variable is asymptotically normally distributed for 3 m 26 and that the limit law does not exist for m ? 26, we show that the convergence rate is O(n ) for 3 m 19 and is O(n ), where 4=3 ! ff ! 3=2 is a parameter depending on m for 20 m 26. Our approach is based on a refinement to the method of moments and applicable to other recursive random variables; we briefly mention the applications to quicksort proper and the generalized quicksort of Hennequin, where more phase changes are given. These results provide natural, concrete examples for which the BerryEsseen bounds are not necessarily proportional to the reciprocal of the standard deviation. Local limit theorems are also derived. Abbreviated title. Phase changes in search trees.
On the Analysis of Stochastic Divide and Conquer Algorithms.
, 1999
"... This paper develops general tools for the analysis of stochastic divide and conquer algorithms. We concentrate on the average performance and the distribution of the duration of the algorithm. In particular we analyse the average performance and the running time distribution of the 2k + 1median ..."
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Cited by 47 (1 self)
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This paper develops general tools for the analysis of stochastic divide and conquer algorithms. We concentrate on the average performance and the distribution of the duration of the algorithm. In particular we analyse the average performance and the running time distribution of the 2k + 1median version of Quicksort.
Singularity Analysis, Hadamard Products, and Tree Recurrences
, 2003
"... We present a toolbox for extracting asymptotic information on the coecients of combinatorial generating functions. This toolbox notably includes a treatment of the eect of Hadamard products on singularities in the context of the complex Tauberian technique known as singularity analysis. As a consequ ..."
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Cited by 38 (10 self)
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We present a toolbox for extracting asymptotic information on the coecients of combinatorial generating functions. This toolbox notably includes a treatment of the eect of Hadamard products on singularities in the context of the complex Tauberian technique known as singularity analysis. As a consequence, it becomes possible to unify the analysis of a number of divideandconquer algorithms, or equivalently random tree models, including several classical methods for sorting, searching, and dynamically managing equivalence relations.
On a multivariate contraction method for random recursive structures with applications to Quicksort
, 2001
"... The contraction method for recursive algorithms is extended to the multivariate analysis of vectors of parameters of recursive structures and algorithms. We prove a general multivariate limit law which also leads to an approach to asymptotic covariances and correlations of the parameters. As an appl ..."
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Cited by 35 (16 self)
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The contraction method for recursive algorithms is extended to the multivariate analysis of vectors of parameters of recursive structures and algorithms. We prove a general multivariate limit law which also leads to an approach to asymptotic covariances and correlations of the parameters. As an application the asymptotic correlations and a bivariate limit law for the number of key comparisons and exchanges of medianof(2t + 1) Quicksort is given. Moreover, for the Quicksort programs analyzed by Sedgewick the exact order of the standard deviation and a limit law follow, considering all the parameters counted by Sedgewick.
The Wiener index of random trees
, 2001
"... The Wiener index is analyzed for random recursive trees and random binary search trees in the uniform probabilistic models. We obtain the expectations, asymptotics for the variances, and limit laws for this parameter. The limit distributions are characterized as the projections of bivariate measures ..."
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Cited by 26 (3 self)
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The Wiener index is analyzed for random recursive trees and random binary search trees in the uniform probabilistic models. We obtain the expectations, asymptotics for the variances, and limit laws for this parameter. The limit distributions are characterized as the projections of bivariate measures that satisfy certain fixedpoint equations. Covariances, asymptotic correlations, and bivariate limit laws for the Wiener index and the internal path length are given.
An asymptotic theory for CauchyEuler differential equations with applications to the analysis of algorithms
, 2002
"... CauchyEuler differential equations surfaced naturally in a number of sorting and searching problems, notably in quicksort and binary search trees and their variations. Asymptotics of coefficients of functions satisfying such equations has been studied for several special cases in the literature. We ..."
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Cited by 26 (11 self)
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CauchyEuler differential equations surfaced naturally in a number of sorting and searching problems, notably in quicksort and binary search trees and their variations. Asymptotics of coefficients of functions satisfying such equations has been studied for several special cases in the literature. We study in this paper the most general framework for CauchyEuler equations and propose an asymptotic theory that covers almost all applications where CauchyEuler equations appear. Our approach is very general and requires almost no background on differential equations. Indeed the whole theory can be stated in terms of recurrences instead of functions. Old and new applications of the theory are given. New phase changes of limit laws of new variations of quicksort are systematically derived. We apply our theory to about a dozen of diverse examples in quicksort, binary search trees, urn models, increasing trees, etc.