Truncated stable random variables characterization and simulation

DOI10.1007/s00180-009-0167-7zbMath1224.65007OpenAlexW2166206340MaRDI QIDQ626265

Juan-Miguel Gracia

Publication date: 22 February 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-009-0167-7

zbMATH Keywords

exponential distributionuniform distributionrandom number generationstable distributionChambers transformstable random variable

Mathematics Subject Classification ID

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

Related Items

Some analytical results on bivariate stable distributions with an application in operational risk ⋮ A characterization for truncated Cauchy random variables with nonzero skewness parameter ⋮ On simulating truncated stable random variables

Cites Work

• Unnamed Item
• Unnamed Item
• Stable densities under change of scale and total variation inequalities
• Considerations on modeling some distribution laws
• A Method for Simulating Stable Random Variables
• Chance and Stability

This page was built for publication: Truncated stable random variables characterization and simulation