Abstract
We propose a fast and accurate algorithm generating Lévy stable stochastic processes of arbitrary index α ranging between 0.3 and 1.99. The scale parameter is also controllable. The algorithm is very fast when α lies between 0.75 and 1.95.
- Received 28 October 1993
DOI:https://doi.org/10.1103/PhysRevE.49.4677
©1994 American Physical Society
