GRAN3: Gauss procedure to generate stable random numbers
Generation of standard stable pseudo-random numbers using GAUSS (version 3.6 or later), by means of an algorithm first proposed by Chambers, Mallows and Stuck (1976), and later shown rigurously by Weron (1996).
|Date of creation:||Mar 2007|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.ccm.itesm.mx/egap/|
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