scientific article; zbMATH DE number 1959495
From MaRDI portal
Publication:4416744
zbMATH Open1021.60010MaRDI QIDQ4416744FDOQ4416744
Authors: Yu. Davydov, Alexander V. Nagaev 
Publication date: 5 August 2003
Title of this publication is not available (Why is that?)
Recommendations
- Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
- A method for simulating stable random vectors
- On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable
- On two approaches to approximation of multidimensional stable laws
- scientific article; zbMATH DE number 1301893
Infinitely divisible distributions; stable distributions (60E07) Random number generation in numerical analysis (65C10)
Cited In (7)
- Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
- Exchangeable stable random vectors and their simulations
- A method for simulating stable random vectors
- Simulation of random vectors with isotropic fractional stable distributions and calculation of their probability density functions
- Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
- Title not available (Why is that?)
- On two approaches to approximation of multidimensional stable laws
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4416744)
