On Exact Sampling of Nonnegative Infinitely Divisible Random Variables
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Publication:3167341
DOI10.1239/aap/1346955267zbMath1261.60023MaRDI QIDQ3167341
Publication date: 2 November 2012
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1346955267
60E07: Infinitely divisible distributions; stable distributions
62D05: Sampling theory, sample surveys
Related Items
Exact simulation of generalised Vervaat perpetuities, Exact simulation of the extrema of stable processes, On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation, Nonnormal Small Jump Approximation of Infinitely Divisible Distributions
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