Random numbers from the tails of probability distributions using the transformation method

DOI10.2478/s13540-013-0021-zzbMath1312.65004OpenAlexW3102521085MaRDI QIDQ2347310

Guido Germano, Daniel Fulger, Enrico Scalas

Publication date: 27 May 2015

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11824/522

zbMATH Keywords

random number generationfractional diffusion\(\alpha\)-stable distributionMittag-Leffler distribution

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Mittag-Leffler functions and generalizations (33E12) Random number generation in numerical analysis (65C10) Fractional partial differential equations (35R11)

Related Items (3)

A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation ⋮ A new double truncated generalized gamma model with some applications ⋮ A stochastic method for solving time-fractional differential equations

Uses Software

• Matlab
• STABLE
• Ziggurat
• Mittag-Leffler
• mlf
• mlrnd
• plfit
• rnorrexp

Cites Work

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