On the Chambers-Mallows-Stuck method for simulating skewed stable random variables

DOI10.1016/0167-7152(95)00113-1zbMath0856.60022OpenAlexW2030026750WikidataQ56456756 ScholiaQ56456756MaRDI QIDQ1916248

Publication date: 1 September 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00113-1

zbMATH Keywords

characteristic function random variable generation stable distribution

Mathematics Subject Classification ID

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

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