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

DOI10.1007/S10260-014-0268-5MaRDI QIDQ257660zbMATH OpenOpenAlexFDO

Authors 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

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)

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.

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Cites work

• scientific article; zbMATH DE number 2015741 (Why is no real title available?)
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• A fractional generalization of the Poisson processes
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• On Mittag-Leffler functions and related distributions
• On simulation and properties of the stable law
• Parameter estimation for fractional Poisson processes

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(5)

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