S. V. Arhipov, I. A. Bagrova, “On the modeling of one-sided stable random variables”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2009, Issue 15,Pages <nobr>53

PROBABILISTIC-STATISTICAL METHODS

On the modeling of one-sided stable random variables

S. V. Arhipov, I. A. Bagrova

Tver State University, Tver

Abstract: Generator for one-sided stable random variables is developed in this article. Modelling is based on GCLT. Its work for various values of characteristic exponent $\alpha<1$ is analyzed.

Keywords: modelling random variable, stable distributions.

UDC: 519.2

Received: 01.12.2009
Revised: 04.12.2009