On simulation and properties of the stable law (Q257653)
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scientific article; zbMATH DE number 6557281
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| English | On simulation and properties of the stable law |
scientific article; zbMATH DE number 6557281 |
Statements
On simulation and properties of the stable law (English)
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17 March 2016
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random variate generation
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stable distribution
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Lamperti's distribution
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occupation times
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rejection method
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exact simulation
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Monte Carlo methods
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expected time analysis
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probability inequalities
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0.9026887
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0.9026887
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0.9026887
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0.90221053
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0.8966687
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0.8775656
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