منابع مشابه
A Survey on Simulating Stable Random Variables
In general case, Chambers et al. (1976) introduced the following algorithm for simulating any stable random variables $ X/sim(alpha, beta, gamma, delta) $ with four parameters. They use a nonlinear transformation of two independent uniform random variables for simulating an stable random variable... (to continue, click here)
متن کاملTails of L Evy Measure of Geometric Stable Random Variables
The explicit form of L evy measure for geometric stable (GS) random variables follows from the general L evy{Kchintchine representation of a subordinated innnitely di-visible process. Through this form, asymptotic properties of L evy measure are studied. In particular, logarithmic asymptotics around the origin imply exponential rate of convergence in series representation of GS random variables...
متن کاملCharacteristic Functions of Random Variables Attracted to 1{stable Laws
The domain of attraction of a 1-stable law on R d is characterised by the expansions of the characteristic functions of its elements. k=1 X k , are given by the well known stable laws. ((Le], G-K], I-L]). A probability distribution function F on R d is called stable if for all a; b > 0 there are c > 0 and v 2 R d such that F a F b (x) = F c (x ? v) (x 2 R d) where F s (x) = F(x=s) (x 2 R d ; s ...
متن کاملScalar Quantization of Alpha Stable Distributed Random Variables
E cient stochastic data processing preassumes proper modeling of the statistics of the data source This paper addresses the issues that arise when the data to be pro cessed exhibits statistical properties which depart signi cantly from those implied under the Gaussianity assump tion This type of data has been found to be encountered in image speech and other compression applications For the cas...
متن کاملOn the Ratio of Rice Random Variables
The ratio of independent random variables arises in many applied problems. In this article, the distribution of the ratio X/Y is studied, when X and Y are independent Rice random variables. Ratios of such random variable have extensive applications in the analysis of noises of communication systems. The exact forms of probability density function (PDF), cumulative distribution function (CDF) a...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1990
ISSN: 0091-1798
DOI: 10.1214/aop/1176990646