Simulation of random vectors with isotropic fractional stable distributions and calculation of their probability density functions

DOI10.1023/A:1020232724040MaRDI QIDQ1850772zbMATH OpenOpenAlexFDO

Authors V. V. Uchaikin, Viacheslav V. Saenko

Publication date 17 June 2003

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1020232724040

zbMATH Keywords

algorithmsMonte Carlo techniquestatistical errorsmultivariate fractional stable densitiessimulation of random vectors

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Statistical tables (62Q05)

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