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 techniquemultivariate fractional stable densitiessimulation of random vectorsstatistical errors

Mathematics Subject Classification ID

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

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• Simulation of random vectors from three-dimensional spherically symmetric stable distributions
• Estimation of the parameters of fractional-stable laws by the method of minimum distance
• Numerical generation of symmetric -stable random variables
• Estimating the hyperuniformity exponent of spatial point processes
• Application of the fractional-stable distributions for approximation of the gene expression profiles

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