Numerical generation of symmetric \(\alpha\)-stable random variables (Q3392387)
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scientific article; zbMATH DE number 5595410
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| English | Numerical generation of symmetric \(\alpha\)-stable random variables |
scientific article; zbMATH DE number 5595410 |
Statements
14 August 2009
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symmetrically stable random variables
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numerical generation
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Levy processes
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stable distributions
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algorithm
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numerical experiments
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0.80085688829422
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0.7681546211242676
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0.7681544423103333
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0.759011447429657
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