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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

7 votes
3 answers
407 views

Constructing a Bernoulli random variable for ratio of Bernoulli weights

$X$ and $Y$ are Bernoulli random variables with weights $0 < \alpha < 1$ and $0 < \beta < 1$. Is it possible to construct a sampler for the Bernoulli random variable with weight $\min(\frac{\alpha}{\b …
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