On exact sampling of nonnegative infinitely divisible random variables

DOI10.1239/AAP/1346955267zbMATH Open1261.60023OpenAlexW2037558137MaRDI QIDQ3167341FDOQ3167341

Zhiyi Chi

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

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zbMATH Keywords

exact samplinginfinitely divisiblerejection sampling

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sampling theory, sample surveys (62D05)

Cites Work

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Cited In (11)

• Title not available (Why is that?)
• Infinitely divisible limit processes for the Ewens sampling formula
• Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities
• Nonnormal Small Jump Approximation of Infinitely Divisible Distributions
• Exact simulation of the extrema of stable processes
• Title not available (Why is that?)
• Exact simulation of generalised Vervaat perpetuities
• An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case
• Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models
• Exact simulation of a truncated Lévy subordinator
• On exact sampling of the first passage event of a Lévy process with infinite Lévy measure and bounded variation

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