Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2604.17732 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866915944857600000 |
|---|---|
| author | Grabchak, Michael |
| author_facet | Grabchak, Michael |
| contents | We develop the first exact and computationally tractable method for simulating from tempered stable distributions in the infinite variation case, which corresponds to $α\in[1,2)$. A small simulation study shows that the approach works well. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_17732 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Exact Simulation from Tempered Stable Distributions with Infinite Variation ($α\ge1$) Grabchak, Michael Probability We develop the first exact and computationally tractable method for simulating from tempered stable distributions in the infinite variation case, which corresponds to $α\in[1,2)$. A small simulation study shows that the approach works well. |
| title | Exact Simulation from Tempered Stable Distributions with Infinite Variation ($α\ge1$) |
| topic | Probability |
| url | https://arxiv.org/abs/2604.17732 |