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An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series

Abstract

Given a sequence of independent Bernoulli variables with unknown parameter pp, and a function ff expressed as a power series with non-negative coefficients that sum to at most 11, an algorithm is presented that produces a Bernoulli variable with parameter f(p)f(p). In particular, the algorithm can simulate f(p)=paf(p)=p^a, a(0,1)a\in(0,1). For functions with a derivative growing at least as f(p)/pf(p)/p for p0p\rightarrow 0, the average number of inputs required by the algorithm is asymptotically optimal among all simulations that are fast in the sense of Nacu and Peres. A non-randomized version of the algorithm is also given. Some extensions are discussed.

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