Simulation of random vectors with isotropic fractional stable distributions and calculation of their probability density functions

DOI10.1023/A:1020232724040zbMath1012.65009OpenAlexW219271516MaRDI QIDQ1850772

Vladimir V. Uchaikin, Viacheslav V. Saenko

Publication date: 17 June 2003

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

Full work available at URL: https://doi.org/10.1023/a:1020232724040

zbMATH Keywords

algorithmsMonte Carlo techniquestatistical errorsmultivariate fractional stable densitiessimulation of random vectors

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Statistical tables (62Q05)

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