Abstract
The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the modeling of some physical systems. We propose to use a fast and accurate method of computer generation of Lévy α-stable random variates.
Research of the first author was partially supported by the KBN Grant No.2 P302 065 04
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Weron, A., Weron, R. (1995). Computer simulation of Lévy α-stable variables and processes. In: Garbaczewski, P., Wolf, M., Weron, A. (eds) Chaos — The Interplay Between Stochastic and Deterministic Behaviour. Lecture Notes in Physics, vol 457. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-60188-0_67
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DOI: https://doi.org/10.1007/3-540-60188-0_67
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