scientific article; zbMATH DE number 1959495

MaRDI QIDQ4416744zbMATH OpenFDO

Authors Yu. Davydov, Alexander V. Nagaev

Publication date 5 August 2003

zbMATH Keywords

approximationefficient simulation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random number generation in numerical analysis (65C10)

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• Exchangeable stable random vectors and their simulations
• Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
• Gradient estimates for semigroups associated with stochastic differential equations driven by cylindrical Lévy processes
• On two approaches to approximation of multidimensional stable laws
• Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme

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