Computer simulation of geometric stable distributions

Journal of Computational and Applied Mathematics

Volumn 116, Issue 2, 2000, Pages 221-229

  Kozubowski, Tomasz J ^a  

^a UNIVERSITY OF TENNESSEE AT CHATTANOOGA   (United States)

Author keywords

Geometric compound; Heavy tailed distribution; Linnik distribution; Mittag Leffler distribution; Mixture; Random summation; Random variate generation; Stable law

Indexed keywords

ALGORITHMS; FUNCTIONS; RANDOM PROCESSES;

GEOMETRIC STABLE DISTRIBUTIONS; HEAVY TAILED DISTRIBUTION; LINNIK DISTRIBUTION; MITTAG-LEFFLER DISTRIBUTION; RANDOM SUMMATION; RANDOM VARIATE GENERATION;

COMPUTER SIMULATION;

EID: 0033894628     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(99)00318-0     Document Type: Article

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