Random variate generation for exponentially and polynomially tilted stable distributions (Q4565416)
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scientific article; zbMATH DE number 6886485
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| 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)
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12 June 2018
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Monte Carlo method
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random variate generation
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expected time analysis
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importance sampling
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probability inequalities
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rejection method
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simulation
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stable distribution
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tempered distribution
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0.8536967039108276
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0.8304863572120667
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0.7858749628067017
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0.7666988968849182
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0.7489801049232483
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