Generating non- normal stable variates using limit theorem properties

DOI10.1080/00949657808810228zbMATH Open0401.62018OpenAlexW2057492804MaRDI QIDQ4185643FDOQ4185643

Authors:

Publication date: 1978

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657808810228

zbMATH Keywords

Cauchy DistributionMonte Carlo StudyExtended Central Limit TheoremNonnormal Stable VariatesSymmetric Variates

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Monte Carlo methods (65C05)

Cites Work

• Stable densities under change of scale and total variation inequalities
• On some expansions of stable distribution functions
• Title not available (Why is that?)
• Regression and autoregression with infinite variance
• Expressing a Random Variable in Terms of Uniform Random Variables
• Uniform Random Number Generators
• Computer methods for sampling from the exponential and normal distributions

Cited In (2)

• Modeling and Generating Stochastic Inputs for Simulation Studies
• On two approaches to approximation of multidimensional stable laws

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