Simulation of random vectors from three-dimensional spherically symmetric stable distributions

DOI10.1007/BF02365065zbMath0937.65005MaRDI QIDQ1291199

G. G. Gusarov, Vladimir V. Uchaikin

Publication date: 22 November 1999

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

algorithmrandom vector generationinverse transform methodspherically symmetric stable distribution

Mathematics Subject Classification ID

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

Cites Work

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• The exactly resolved nonlattice model of random media based on Markov walks with a stable law for jumps
• Can one see \(\alpha\)-stable variables and processes?
• Stable Distribution and Levy Process in Fractal Turbulence
• A Method for Simulating Stable Random Variables

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