Simulation of Random Variables Under Rényi Divergence Measures of All Orders
Simulation of Random Variables Under Rényi Divergence Measures of All Orders
The random variable simulation problem consists in using a k-dimensional i.i.d. random vector X <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">k</sup> with distribution P <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">X</sub> <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">k</sup> to simulate an n-dimensional i.i.d. random vector Y <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">n</sup> so that its distribution is approximately Q <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Y</sub> <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">n</sup> …