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A triptych of discrete distributions related to the stable law

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Author Info
Devroye, Luc
Abstract

We derive useful distributional representations for three discrete laws: the discrete stable distribution of Steutel and Van Harn, the discrete Linnik distribution introduced by Pakes, and a distribution of Sibuya. These representations may be used to obtain simple uniformly fast random variate generators.

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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 18 (1993)
Issue (Month): 5 (December)
Pages: 349-351
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Handle: RePEc:eee:stapro:v:18:y:1993:i:5:p:349-351

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Related research
Keywords: Discrete stable distribution random variate generation distribution theory Linnik&apos s distribution;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Nadjib Bouzar, 2008. "The semi-Sibuya distribution," Annals of the Institute of Statistical Mathematics, Springer, vol. 60(2), pages 459-464, June. [Downloadable!] (restricted)
  2. AOKI Masanao & YOSHIKAWA Hiroshi, 2007. "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics," Discussion papers 07057, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    Other versions:
  3. Emad-Eldin Aly & Nadjib Bouzar, 2002. "A Notion of α-Monotonicity with Generalized Multiplications," Annals of the Institute of Statistical Mathematics, Springer, vol. 54(1), pages 125-137, March. [Downloadable!] (restricted)
  4. Masanao Aoki & Hiroshi Yoshikawa, 2007. "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics," CIRJE F-Series CIRJE-F-493, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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