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

DOI10.1007/S10260-014-0268-5zbMATH Open1332.65008arXiv1405.1855OpenAlexW3103147518MaRDI QIDQ257660FDOQ257660

Authors: Mirko D'Ovidio, Federico Polito 

Publication date: 17 March 2016

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

Abstract: We congratulate the authors for the interesting paper. The reading has been really pleasant and instructive. We discuss briefly only some of the interesting results given in Devroye and James "On simulation and properties of the stable law", 2014 with particular attention to evolution problems. The contribution of the results collected in the paper is useful in a more wide class of applications in many areas of applied mathematics.

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

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zbMATH Keywords

random variatestable lawsubordinator

Mathematics Subject Classification ID

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

Cites Work

• Fractional Poisson processes and related planar random motions
• Fractional Poisson process
• Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
• On simulation and properties of the stable law
• Generalized Mittag-Leffler distributions and processes for applications in astrophysics and time series modeling
• Title not available (Why is that?)
• Generalized mittag-leffler function and generalized fractional calculus operators
• Title not available (Why is that?)
• Fractional pure birth processes
• On Mittag-Leffler functions and related distributions
• A fractional generalization of the Poisson processes
• A note on Linnik's distribution
• Parameter estimation for fractional Poisson processes

Cited In (5)

• Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
• Discussion of `On simulation and properties of the stable law' by Devroye and James
• On simulation and properties of the stable law
• Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
• Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James

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