Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James

DOI10.1007/s10260-014-0263-xzbMath1332.65006OpenAlexW1972857206MaRDI QIDQ257654

Luca Pratelli, Lucio Barabesi

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-014-0263-x

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Monte Carlo methods (65C05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)

Related Items (2)

The tempered discrete Linnik distribution ⋮ Random variate generation and connected computational issues for the Poisson-Tweedie distribution

Cites Work

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• Integer valued stable random variables
• A note on a universal random variate generator for integer-valued random variables
• Discrete analogues of self-decomposability and stability
• Stable densities under change of scale and total variation inequalities
• A triptych of discrete distributions related to the stable law
• Characterization of discrete laws via mixed sums and Markov branching processes
• Discrete Mittag-Leffler distributions
• Parameter Estimation for the Discrete Stable Family
• Some Simple Method of Estimation for the Parameters of the Discrete Stable Distribution with the Probability Generating Function
• Random variate generation for exponentially and polynomially tilted stable distributions
• Sampling Exponentially Tilted Stable Distributions

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