Average sample number function for Pareto heavy tailed distributions

DOI10.1155/2013/938545zbMATH Open1298.60035OpenAlexW2157569327WikidataQ59001264 ScholiaQ59001264MaRDI QIDQ469896FDOQ469896

Authors: 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

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Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Title not available (Why is that?)
• A Method for Simulating Stable Random Variables
• Stable Paretian models in finance
• Title not available (Why is that?)
• Title not available (Why is that?)
• Numerical calculation of stable densities and distribution functions
• Title not available (Why is that?)
• An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization
• Computing the probability density function of the stable Paretian distribution

Cited In (1)

• Title not available (Why is that?)

Uses Software

• STABLE

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