AbstractWe present a new method for computer simulation of strictly geometric stable random variables. The method is based on their representation as a product of two independent random variables with explicit distribution functions, coupled with the inversion method. We also extend the method to the multivariate case, by deriving new representation and simulation algorithm for multivariate Linnik distribution
We develop a new efficient simulation scheme for sampling two families of tilted stable distribution...
Title: Generalized stable distributions and their applications Author: Mgr. Lenka Slámová, MSc. Depa...
A limit representation has been obtained for a uniform symmetric stable process with independent inc...
AbstractWe present a new method for computer simulation of strictly geometric stable random variable...
AbstractOperator geometric stable laws are the weak limits of operator normed and centered geometric...
Abstract. Let (Xi) be a sequence of i.i.d. random variables, and let N be a geometric random variabl...
In order to carry out the simulation, we need a source of random numbers distributed according to th...
A generalized multivariate problem due to V. M. Zolotarev is considered. Some related results on geo...
A method for parallel inversion of the gamma distribution is described. This is very desirable for r...
AbstractThis paper is devoted to the theory and application of multidimensional stable distributions...
This textbook highlights the many practical uses of stable distributions, exploring the theory, nume...
this paper should provide a more useful and realistic class of distributions for portfolio modeling....
In this paper, we develop a new scheme of exact simulation for a class of tempered stable (TS) and o...
Abstract. The stable distribution, in its many parametrizations, is central to many stochastic proce...
We present a numerical inversion method for generating random variates from continuous distributions...
We develop a new efficient simulation scheme for sampling two families of tilted stable distribution...
Title: Generalized stable distributions and their applications Author: Mgr. Lenka Slámová, MSc. Depa...
A limit representation has been obtained for a uniform symmetric stable process with independent inc...
AbstractWe present a new method for computer simulation of strictly geometric stable random variable...
AbstractOperator geometric stable laws are the weak limits of operator normed and centered geometric...
Abstract. Let (Xi) be a sequence of i.i.d. random variables, and let N be a geometric random variabl...
In order to carry out the simulation, we need a source of random numbers distributed according to th...
A generalized multivariate problem due to V. M. Zolotarev is considered. Some related results on geo...
A method for parallel inversion of the gamma distribution is described. This is very desirable for r...
AbstractThis paper is devoted to the theory and application of multidimensional stable distributions...
This textbook highlights the many practical uses of stable distributions, exploring the theory, nume...
this paper should provide a more useful and realistic class of distributions for portfolio modeling....
In this paper, we develop a new scheme of exact simulation for a class of tempered stable (TS) and o...
Abstract. The stable distribution, in its many parametrizations, is central to many stochastic proce...
We present a numerical inversion method for generating random variates from continuous distributions...
We develop a new efficient simulation scheme for sampling two families of tilted stable distribution...
Title: Generalized stable distributions and their applications Author: Mgr. Lenka Slámová, MSc. Depa...
A limit representation has been obtained for a uniform symmetric stable process with independent inc...
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