Modeling of symmetrical stable random variables and processes

被引：0

作者：

Moiseev, S.N.

机构：

来源：

Radiotekhnika i Elektronika | 2002年 / 47卷 / 09期

关键词：

Algorithms - Computer simulation - Mathematical models - Random processes;

D O I：

暂无

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学科分类号：

摘要：

A limit representation of a homogeneous symmetrical stable process with independent increments is obtained in the form of a sum of independent Wiener and purely step generalized Poisson processes. Simple and fast algorithms are developed for simulating symmetrical stable random variables and processes. The algorithms are suitable for software implementation.

引用

页码：1078 / 1082