Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\)
type: Item
instance of: scholarly article
title: Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\)
zbMATH Open document ID: 1539.60002
author: Luc Devroye
author: John P. Nolan
published in: Journal of Statistical Theory and Practice
publication date: 2024-05-14T00:00:00Z
Mathematics Subject Classification ID: 60-08
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 7847119
zbMATH Keywords: random variate generation
zbMATH Keywords: simulation
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: expected time analysis
zbMATH Keywords: stable processes
zbMATH Keywords: hitting times
MaRDI profile type: Publication
cites work: On the Distribution of First Hits for the Symmetric Stable Processes
cites work: Q3723577
cites work: Q4644009
cites work: Intégrales de Riemann-Liouville et potentiels.
cites work: Some Theorems Concerning 2-Dimensional Brownian Motion
cites work: Density of space-time distribution of Brownian first hitting of a disc and a ball
cites work: Stable Processes and Integral Equations
DOI: 10.1007/S42519-023-00364-1
description: scientific article; zbMATH DE number 7847119