Simulation of Random Variables under R\'enyi Divergence Measures of All Orders

Preprint English OPEN
Yu, Lei; Tan, Vincent Y. F.;
(2018)
  • Subject: Computer Science - Information Theory | Mathematics - Probability | Computer Science - Cryptography and Security

The random variable simulation problem consists in using a $k$-dimensional i.i.d. random vector $X^{k}$ with distribution $P_{X}^{k}$ to simulate an $n$-dimensional i.i.d. random vector $Y^{n}$ so that its distribution is approximately $Q_{Y}^{n}$. In contrast to previo... View more
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