Generating non- normal stable variates using limit theorem properties

DOI10.1080/00949657808810228zbMath0401.62018OpenAlexW2057492804MaRDI QIDQ4185643

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Publication date: 1978

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657808810228

zbMATH Keywords

Monte Carlo StudyCauchy DistributionExtended Central Limit TheoremNonnormal Stable VariatesSymmetric Variates

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Monte Carlo methods (65C05)

Related Items (2)

On two approaches to approximation of multidimensional stable laws ⋮ Modeling and Generating Stochastic Inputs for Simulation Studies

Cites Work

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• Stable densities under change of scale and total variation inequalities
• On some expansions of stable distribution functions
• Regression and autoregression with infinite variance
• Expressing a Random Variable in Terms of Uniform Random Variables
• Uniform Random Number Generators
• Computer methods for sampling from the exponential and normal distributions

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