Methods for generating random variates with Polya characteristic functions

DOI10.1016/0167-7152(84)90061-0zbMath0568.65003OpenAlexW2027120527MaRDI QIDQ1060522

Luc P. Devroye

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90061-0

zbMATH Keywords

convexityLinnik's distributionPolya-characteristic functionssymmetric stable distributions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Random number generation in numerical analysis (65C10)

Related Items (3)

On random variate generation when only moments of Fourier coefficients are known ⋮ Lamperti-type laws ⋮ On simulation and properties of the stable law

Cites Work

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• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
• A Complete Guide to Gamma Variate Generation
• Beta Variate Generation via Exponential Majorizing Functions
• Truncation bounds for infinite expansions for the stable distributions
• A Method for Simulating Stable Random Variables
• Some Distributions of Sample Means

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