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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive

Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2012, Issue 3, Pages 79–96 (Mi vtpmk218)

Probabilistic Possibilistic Models

On modeling of stable random numbers with $\alpha\in(1,2)$

S. V. Arhipov, I. A. Bagrova

Tver State University, Tver

Abstract: In the paper we describe a generator for stable numbers with characteristic exponent ${\alpha\in(1,2)}$. We use Generalized CLT for simulation and propose formulae for the generator parameters. Appendix contains values of the above parameters for (A) parametrization of stable laws.

Keywords: modelling random variable, stable distributions, Pareto distribution.

UDC: 519.2

Received: 06.09.2012
Revised: 19.09.2012



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