Skip to main content
Log in

Discussion of “On simulation and properties of the stable law” by L. Devroye and L. James

  • Published:
Statistical Methods & Applications Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  • Barabesi L, Pratelli L (2014a) A note on a universal random variate generator for integer-valued random variables. Stat Comput (in press)

  • Barabesi L, Pratelli L (2014b) Universal methods for generating random variables with a given characteristic function. J Stat Comput Simul (in press)

  • Christoph G, Schreiber K (2001) Positive Linnik and discrete Linnik distributions. In: Balakrishnan N, Ibragimov IA, Nevzorov VB (eds) Asymptotic methods in probability and statistics with applications. Birkhäuser, Boston, pp 3–17

    Chapter  Google Scholar 

  • Devroye L (1992) Random variate generation for the digamma and trigamma distributions. J Stat Comput Simul 43:197–216

    Article  MathSciNet  Google Scholar 

  • Devroye L (1993) A triptych of discrete distribution related to the stable law. Stat Probab Lett 18:349–351

    Article  MATH  MathSciNet  Google Scholar 

  • Devroye L (2009) Random variate generation for exponentially and polynomially tilted stable distributions. ACM Trans Model Comput Simul 19:18

    Article  Google Scholar 

  • Doray LG, Jiang SM, Luong A (2009) Some simple method of estimation for the parameters of the discrete stable distribution with the probability generating function. Commun Stat Simul Comput 38:2004–2017

    Article  MATH  MathSciNet  Google Scholar 

  • El-Shaarawi AH, Zhu R, Joe H (2009) Modelling species abundance using the Poisson–Tweedie family. Environmetrics 22:152–164

    Article  MathSciNet  Google Scholar 

  • Hofert M (2011) Sampling exponentially tilted stable distributions. ACM Trans Model Comput Simul 22:3

    Article  MathSciNet  Google Scholar 

  • Kanter M (1975) Stable densities under change of scale and total variation inequalities. Ann Probab 3:697–707

    Article  MATH  MathSciNet  Google Scholar 

  • Klebanov LB, Slámová L (2013) Integer valued stable random variables. Stat Probab Lett 83:1513–1519

    Article  MATH  Google Scholar 

  • Marcheselli M, Baccini A, Barabesi L (2008) Parameter estimation for the discrete stable family. Commun Stat Theory Methods 37:815–830

    Article  MATH  MathSciNet  Google Scholar 

  • Pakes AG (1995) Characterization of discrete stable laws via mixed sums and Markov branching processes. Stoch Process Their Appl 55:285–300

    Article  MATH  MathSciNet  Google Scholar 

  • Pillai RN, Jayakumar K (1995) Discrete Mittag-Leffler distributions. Stat Probab Lett 23:271–274

    Article  MATH  MathSciNet  Google Scholar 

  • Slámová L, Klebanov LB (2012) Modeling financial returns by discrete stable distributions. In: Ramík J, Stavárek D (eds) Proceedings of the 30th International Conference Mathematical Methods in Economics 2012. Silesian University in Opava, School of Business Administration in Karviná, pp 805–810

  • Sato K (1999) Lévy processes and infinitely divisible distributions. Cambridge University Press, Cambridge

    MATH  Google Scholar 

  • Steutel FW, van Harn K (1979) Discrete analogues of self-decomposability and stability. Ann Probab 7:893–899

    Article  MATH  MathSciNet  Google Scholar 

  • Steutel FW, van Harn K (2004) Infinite divisibility of probability distributions on the real line. Dekker, New York

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Lucio Barabesi.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Barabesi, L., Pratelli, L. Discussion of “On simulation and properties of the stable law” by L. Devroye and L. James. Stat Methods Appl 23, 345–351 (2014). https://doi.org/10.1007/s10260-014-0263-x

Download citation

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10260-014-0263-x

Keywords

Navigation