2
votes
2answers
338 views

Sampling without replacement until hitting a subset

I randomly sample uniformly from $ \{1,..,N \}$ without replacement until drawing a number $ \leq k$. Denote the expected number of draws by $R(N,k)$. I want a good approximation for $\sum_{k=1}^N ...
13
votes
2answers
669 views

Sampling from the Birkhoff polytope

The set of $n\times n$ real, nonnegative matrices whose rows and columns sum to one forms the well-known Birkhoff polytope Recently someone asked me if I knew How to sample (in polynomial time) ...