Truncated stable random variables characterization and simulation
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Publication:626265
DOI10.1007/s00180-009-0167-7zbMath1224.65007MaRDI QIDQ626265
Publication date: 22 February 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-009-0167-7
exponential distribution; uniform distribution; random number generation; stable distribution; Chambers transform; stable random variable
60E07: Infinitely divisible distributions; stable distributions
65C10: Random number generation in numerical analysis