Discrete Stable and Casual Stable Random Variables*
نویسندگان
چکیده
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)
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In a companion paper, the authors obtained some Fubini type identities in law for quadratic functionals of Brownian motion, and, more generally, for certain functionals of symmetric stable processes, the function: x -* x2 then being replaced by: x e IxIa. In this paper, discrete analogues of such identities in law, which involve a sequence of independent standard symmetric stable r.v.'s of inde...
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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 ...
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ژورنال
عنوان ژورنال: Journal of Mathematical Sciences
سال: 2016
ISSN: 1072-3374,1573-8795
DOI: 10.1007/s10958-016-3018-4