On simulation from infinitely divisible distributions
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Publication:3957692
DOI10.2307/1427027zbMath0494.60013OpenAlexW2013187255MaRDI QIDQ3957692
Publication date: 1982
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427027
normal approximationrandom numbersself-decomposabilitystable distributiongeneralized gamma convolutioncompound Poisson distributionsshot-noise distribution
Infinitely divisible distributions; stable distributions (60E07) Probabilistic methods, stochastic differential equations (65Cxx)
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