Random variate generation for exponentially and polynomially tilted stable distributions
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Publication:4565416
DOI10.1145/1596519.1596523zbMath1390.65008MaRDI QIDQ4565416
Publication date: 12 June 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/1596519.1596523
simulation; importance sampling; Monte Carlo method; tempered distribution; expected time analysis; probability inequalities; random variate generation; rejection method; stable distribution
65C10: Random number generation in numerical analysis
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