Methods for generating random variates with Polya characteristic functions

DOI10.1016/0167-7152(84)90061-0MaRDI QIDQ1060522zbMATH OpenOpenAlexFDO

Authors Luc Devroye

Publication date 1984

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(84)90061-0

zbMATH Keywords

convexityLinnik's distributionPolya-characteristic functionssymmetric stable distributions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 3114670 (Why is no real title available?)
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• scientific article; zbMATH DE number 3321772 (Why is no real title available?)
• scientific article; zbMATH DE number 3030058 (Why is no real title available?)
• A Complete Guide to Gamma Variate Generation
• A Method for Simulating Stable Random Variables
• Beta Variate Generation via Exponential Majorizing Functions
• Distribution of symmetric stable laws of index \(2^{-n}\)
• On some expansions of stable distribution functions
• On the Unimodality of Geometric Stable Laws
• On the computer generation of random variables with a given characteristic function
• Some Distributions of Sample Means
• Stable densities under change of scale and total variation inequalities
• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
• Truncation bounds for infinite expansions for the stable distributions

Cited in

(7)

• On simulation and properties of the stable law
• Lamperti-type laws
• Characteristic functional for one class of non-Gaussian random functions
• Universal methods for generating random variables with a given characteristic function
• Random variate generation for exponentially and polynomially tilted stable distributions
• On random variate generation when only moments of Fourier coefficients are known
• An Automatic Method for Generating Random Variates with a Given Characteristic Function

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