Truncated stable random variables characterization and simulation

DOI10.1007/S00180-009-0167-7zbMATH Open1224.65007OpenAlexW2166206340MaRDI QIDQ626265FDOQ626265

Authors: Juan-Miguel Gracia 

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

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zbMATH Keywords

uniform distributionstable distributionrandom number generationexponential distributionChambers transformstable random variable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random number generation in numerical analysis (65C10)

Cites Work

• A Method for Simulating Stable Random Variables
• Title not available (Why is that?)
• Stable densities under change of scale and total variation inequalities
• Chance and Stability
• Considerations on modeling some distribution laws
• Title not available (Why is that?)

Cited In (5)

• Some analytical results on bivariate stable distributions with an application in operational risk
• On simulating truncated skewed Cauchy random variables
• A characterization for truncated Cauchy random variables with nonzero skewness parameter
• On simulating truncated stable random variables
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