On simulation of tempered stable random variates (Q61358)
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scientific article; zbMATH DE number 5863183
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| English | On simulation of tempered stable random variates |
scientific article; zbMATH DE number 5863183 |
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235
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8
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2873-2887
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February 2011
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9 March 2011
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On simulation of tempered stable random variates (English)
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acceptance-rejection sampling
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compound Poisson
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Gaussian approximation
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infinite shot noise series
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tempered stable distribution
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characteristic function
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