On Exact Sampling of Nonnegative Infinitely Divisible Random Variables
Work
Year: 2012
Type: article
Abstract: Nonnegative infinitely divisible (i.d.) random variables form an important class of random variables. However, when this type of random variable is specified via Lévy densities that have infinite inte... more
Source: Advances in Applied Probability
Author Zhiyi Chi
Cites: 39
Cited by: 11
Related to: 10
FWCI: 1.456
Citation percentile (by year/subfield): 81.96
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze