Random variate generation for exponential and gamma tilted stable distributions (Q6584560)
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scientific article; zbMATH DE number 7893507
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| English | Random variate generation for exponential and gamma tilted stable distributions |
scientific article; zbMATH DE number 7893507 |
Statements
Random variate generation for exponential and gamma tilted stable distributions (English)
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8 August 2024
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Lévy process
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Monte Carlo simulation
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random variate generation
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tempered stable distribution
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two-dimensional single rejection
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0.8576728701591492
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0.8327560424804688
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0.8252044916152954
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0.7573719024658203
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0.7141735553741455
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