Discussion on the paper ``On simulation and properties of the stable law by L. Devroye and L. James

DOI10.1007/s10260-014-0268-5zbMath1332.65008arXiv1405.1855OpenAlexW3103147518MaRDI QIDQ257660

Mirko D'Ovidio, Federico Polito

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.1855

zbMATH Keywords

subordinatorstable lawrandom variate

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Monte Carlo methods (65C05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)

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