: We extend Goldie's (1991) Implicit Renewal Theorem to enable the analysis of recursions on weighted branching trees. We illustrate the developed method by deriving the power...
In this paper an unconditional probabilistic algorithm to compute the class number of a real quadratic field Q( √ d) is presented, which computes the class number in expected ti...
This paper provides a fast and accurate randomization algorithm for valuing American puts and calls on dividend-paying stocks and their early exercise boundaries. The primal focus...
We show how to generate labeled and unlabeled outerplanar graphs with n vertices uniformly at random in polynomial time in n. To generate labeled outerplanar graphs, we present a c...
We present a new technique called balanced randomized tree splitting. It is useful in constructing unknown trees recursively. By applying it we obtain two new results on efficient ...