Simulating a coin with irrational bias using rational arithmetic
Publicated to:Communications In Statistics-Simulation And Computation. 54 (1): 302-318 - 2025-01-02 54(1), DOI: 10.1080/03610918.2024.2425702
Authors: Mendo, L
Affiliations
Abstract
An algorithm is presented that, taking independent Bernoulli random variables with parameter 1/2 as inputs and using only rational arithmetic, simulates a Bernoulli random variable with possibly irrational parameter tau. It requires a series representation of tau with positive, rational terms, and a rational bound on its truncation error that converges to 0. The number of required inputs has an exponentially bounded tail, and its mean is at most 3. The number of arithmetic operations has a tail that can be bounded in terms of the sequence of truncation error bounds. The algorithm is applied to two specific values of tau, including Euler's constant, for which obtaining a simple simulation algorithm was an open problem.
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Bibliometric impact. Analysis of the contribution and dissemination channel
The work has been published in the journal Communications In Statistics-Simulation And Computation due to its progression and the good impact it has achieved in recent years, according to the agency Scopus (SJR), it has become a reference in its field. In the year of publication of the work, 2025, it was in position , thus managing to position itself as a Q2 (Segundo Cuartil), in the category Modeling and Simulation. Notably, the journal is positioned en el Cuartil Q3 for the agency WoS (JCR) in the category Statistics & Probability.
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Leadership analysis of institutional authors
There is a significant leadership presence as some of the institution’s authors appear as the first or last signer, detailed as follows: Last Author (Manrique, Daniel).
the author responsible for correspondence tasks has been Manrique, Daniel.