Workshop: Markov chains in algorithms and statistical physics
I plan to review the algorithm known as ``Coupling Into And From The Past'' (CIAFTP) and show how it can be used for simple and quantifiably efficient perfect sampling from perpetuity distributions, which arise in a variety of applications. A motivating example is the Dickman distribution, a distribution of importance in number theory, the analysis of algorithms, and (historically) the study of unimodal distributions.
Speaker: James Fill