Random numbers from the tails of probability distributions using the transformation method
DOI10.2478/s13540-013-0021-zzbMath1312.65004OpenAlexW3102521085MaRDI QIDQ2347310
Guido Germano, Daniel Fulger, Enrico Scalas
Publication date: 27 May 2015
Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11824/522
random number generationfractional diffusion\(\alpha\)-stable distributionMittag-Leffler distribution
Fractional processes, including fractional Brownian motion (60G22) Mittag-Leffler functions and generalizations (33E12) Random number generation in numerical analysis (65C10) Fractional partial differential equations (35R11)
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