Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme (Q699431)
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scientific article; zbMATH DE number 1804181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme |
scientific article; zbMATH DE number 1804181 |
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Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme (English)
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6 October 2002
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The authors discuss a method of numerical simulation of \(\nu_\alpha\)-stable random vectors, which arise in random summation scheme of independent identically distributed random vectors, based on their representation as location and scale mixtures of \(\alpha\)-stable random vectors. Some paired histograms and level contours for the simulated samples from two-dimensional geometric stable distributions are presented.
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numerical simulation
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random summation scheme
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\(\alpha\)-stable random vectors
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two-dimensional geometric stable distributions
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