Pesudo random numbers for the Landau and Vavilov distributions

DOI10.1007/S001800100055zbMath1012.65003OpenAlexW1981110862MaRDI QIDQ1861595

Jean-François Chamayou

Publication date: 9 March 2003

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800100055

zbMATH Keywords

stabilityLaplace transformenergy decayreinitializationpseudo-random number generationinfinite divisible distributionKölbig-Schorr generation methodLandau distributionRotondi-Montaga generation methodsVavilov distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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