Markov Chain Monte Carlo Simulation of the Distribution of Some Perpetuities. Paulsen, J. & Hove, A. Advances in Applied Probability, 31(1):112–134, March, 1999. Paper doi bibtex @Article{Paulsen:1999:MCM,
author = "Jostein Paulsen and Arne Hove",
title = "{Markov} Chain {Monte Carlo} Simulation of the
Distribution of Some Perpetuities",
journal = j-ADV-APPL-PROB,
volume = "31",
number = "1",
pages = "112--134",
month = mar,
year = "1999",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/1427994",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:42:33 MDT 2014",
bibsource = "http://www.jstor.org/stable/i262321;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/1427994",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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