Pesudo random numbers for the Landau and Vavilov distributions (Q1861595): Difference between revisions
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Latest revision as of 22:57, 19 March 2024
scientific article
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English | Pesudo random numbers for the Landau and Vavilov distributions |
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Pesudo random numbers for the Landau and Vavilov distributions (English)
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9 March 2003
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The Landau distribution is the distribution with the Laplace transform \(\exp(s\ln(s))\). It is a stable distribution with parameters (1,1). The Vavilov distribution has the Laplace transform \[ \exp(s\ln(s)+\kappa(1-E_2(s/\kappa))+ \kappa\beta^2(\gamma+\ln(s/\kappa)+E_1(s/\kappa))), \] where \(E_p(x)=\int_1^\infty\exp(-x\xi)\xi^{-p} d\xi\), \(p>0\). It is an infinitely divisible distribution. The author considers different methods of pseudo-random number generation with Landau and Vavilov distributions based on the stability and infinite divisibility properties. Special attention is paid to the case where the generator starts from some \(\beta\) and then should continue with a new smaller \(\beta\) (energy decay). The Kölbig-Schorr and Rotondi-Montaga generation methods require costly reinitialization in this case. The author proposes a technique which allows to perform such simulation without reinitialization.
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Kölbig-Schorr generation method
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infinite divisible distribution
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Laplace transform
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energy decay
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Landau distribution
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Vavilov distribution
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pseudo-random number generation
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stability
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Rotondi-Montaga generation methods
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reinitialization
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