Random variate generation for exponentially and polynomially tilted stable distributions (Q4565416): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Luc P. Devroye / rank | |||
| Property / author | |||
| Property / author: Luc P. Devroye / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1145/1596519.1596523 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2025952763 / rank | |||
Normal rank | |||
Latest revision as of 01:39, 20 March 2024
scientific article; zbMATH DE number 6886485
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random variate generation for exponentially and polynomially tilted stable distributions |
scientific article; zbMATH DE number 6886485 |
Statements
Random variate generation for exponentially and polynomially tilted stable distributions (English)
0 references
12 June 2018
0 references
Monte Carlo method
0 references
random variate generation
0 references
expected time analysis
0 references
importance sampling
0 references
probability inequalities
0 references
rejection method
0 references
simulation
0 references
stable distribution
0 references
tempered distribution
0 references
