Computer simulation of geometric stable distributions
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A method for simulating geometric stable random variables is develoed. It is based on their representation as a product of two independent random variables which, in turn, may be simulated. For the multivariate stable distribution, see also \textit{C. Jacques}, \textit{B. Remillard} and \textit{R. Theodorescu} [Stat. Decis. 17, No. 3, 213-235 (1999; Zbl 0952.62024)] and \textit{V. V. Uchaikin} and \textit{G. G. Gusarov} [J. Math. Sci., New York, 93, No. 4, 591-599 (1999; Zbl 0937.65005)].
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Cites work
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Cited in
(12)- Exponential mixture representation of geometric stable distributions
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