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Mittag-Leffler random number generator 1.0

  Date Added: March 23, 2013  |  Visits: 221

Mittag-Leffler random number generator

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Returns a matrix of iid random numbers distributed according to the one-parameter Mittag-Leffler distribution with index (or exponent) beta and scale parameter gamma_t. The size of the returned matrix is the same as that of the input matrices beta and gamma_t, that must match. Alternatively, if beta and gamma_t are scalars, mlrnd(beta, gamma_t, m) returns an m by m matrix, and mlrnd(beta, gamma_t, m, n) returns an m by n matrix.References:[1] T. J. Kozubowski and S. T. Rachev, "Univariate Geometric Stable Laws", Journal of Computational Analysis and Applications 1, 177-219 (1999).[2] D. Fulger, E. Scalas, G. Germano, "Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation", Physical Review E 77, 021122 (2008).

Requirements: No special requirements
Platforms: Matlab
Keyword: Carlo Computational Fulger Germano Journal Lawsquot Quotmonte Scalas Simulation
Users rating: 0/10

License: Shareware Size: 10 KB
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