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    STUDIA MATHEMATICA - Issue no. 3 / 2008  
         
  Article:   NUMERICAL GENERATION OF SYMMETRIC α-STABLE RANDOM VARIABLES.

Authors:  S.S. WULFF, S. POPA, D. STANESCU.
 
       
         
  Abstract:  The paper discusses two extensions to higher order of the fast, accurate algorithm due to Mantegna [9] for the numerical generation of symmetric α-stable random variables. These extensions result in improved computing time over the most usual range of the index of stability, α > 1, for which expectations exist.  
         
     
         
         
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