Random variate generation for exponentially and polynomially tilted stable distributions

ACM Transactions on Modeling and Computer Simulation

Volumn 19, Issue 4, 2009, Pages

  Devroye, Luc ^a  

^a MCGILL UNIVERSITY   (Canada)

Author keywords

Expected time analysis; Importance sampling; Monte Carlo method; Probability inequalities; Random variate generation; Rejection method; Simulation; Stable distribution; Tempered distributions

Indexed keywords

EXPECTED TIME; IMPORTANCE SAMPLING MONTE CARLO METHODS; PROBABILITY INEQUALITIES; RANDOM VARIATES; REJECTION METHODS; STABLE DISTRIBUTIONS; TEMPERED DISTRIBUTIONS;

MONTE CARLO METHODS;

PROBABILITY DISTRIBUTIONS;

EID: 75649122884     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/1596519.1596523     Document Type: Article

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