𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On simulating truncated stable random variables

✍ Scribed by Mahdi Teimouri, Saralees Nadarajah

Book ID
120743828
Publisher
Springer
Year
2013
Tongue
English
Weight
274 KB
Volume
28
Category
Article
ISSN
0943-4062

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A Method for Simulating Stable Random Va
A Method for Simulating Stable Random Variables
✍ Chambers, J. M.; Mallows, C. L.; Stuck, B. W. πŸ“‚ Article πŸ“… 1976 πŸ› American Statistical Association 🌐 English βš– 505 KB
Simulating Bessel random variables
Simulating Bessel random variables
✍ Luc Devroye πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 115 KB

In this paper, we discuss e cient exact random variate generation for the Bessel distribution. The expected time of the algorithm is uniformly bounded over all choices of the parameters, and the algorithm avoids any computation of Bessel functions or Bessel ratios.