The second part in the Mathematical Foundations of Computer Science (MFCS) sequence covers mathematical topics of probability, linear algebra, multivariable calculus and basic optimization that are ...

A new algorithm is presented for simulating stable random variables on a digital computer for arbitrary characteristic exponent $\alpha (0 < \alpha \leq 2)$ and skewness parameter β (-1 ≤ β ≤ 1). The ...