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

DOI10.1023/A:1020232724040zbMATH Open1012.65009OpenAlexW219271516MaRDI QIDQ1850772FDOQ1850772

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

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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)

Cited In (3)

• Numerical generation of symmetric \(\alpha\)-stable random variables
• Estimation of the parameters of fractional-stable laws by the method of minimum distance
• Application of the fractional-stable distributions for approximation of the gene expression profiles

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