A corrected and generalized successive random additions algorithm for simulating fractional Lévy motions

DOI10.1023/B:MATG.0000028442.71929.26zbMath1133.60318OpenAlexW2067968737MaRDI QIDQ2457852

Silong Lu, Gudmundur S. Bodvarsson, Hui-Hai Liu, Fred Molz

Publication date: 23 October 2007

Published in: Mathematical Geology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:matg.0000028442.71929.26

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Signal detection and filtering (aspects of stochastic processes) (60G35) Self-similar stochastic processes (60G18)

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