On exact sampling of nonnegative infinitely divisible random variables
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Publication:3167341
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Cited in
(12)- Exact simulation of a truncated Lévy subordinator
- Nonnormal small jump approximation of infinitely divisible distributions
- Infinitely divisible limit processes for the Ewens sampling formula
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- Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models
- Exact simulation of the extrema of stable processes
- scientific article; zbMATH DE number 795294 (Why is no real title available?)
- On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation
- Exact simulation of generalised Vervaat perpetuities
- A technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables
- Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
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