Sampling Exponentially Tilted Stable Distributions
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Publication:4635182
DOI10.1145/2043635.2043638zbMath1386.65051OpenAlexW2018857587MaRDI QIDQ4635182
Publication date: 16 April 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/2043635.2043638
stable distributionsLaplace-Stieltjes transformsexponentially tilted stable distributionssampling algorithms
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