Average sample number function for Pareto heavy tailed distributions

DOI10.1155/2013/938545zbMath1298.60035OpenAlexW2157569327WikidataQ59001264 ScholiaQ59001264MaRDI QIDQ469896

Boukhalfa El-Hafsi

Publication date: 11 November 2014

Published in: ISRN Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/938545

Mathematics Subject Classification ID

Large deviations (60F10)

Uses Software

• STABLE

Cites Work

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• An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization
• Computing the probability density function of the stable Paretian distribution
• A Method for Simulating Stable Random Variables
• Numerical calculation of stable densities and distribution functions

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