Generation of Random Variables Subject to the Alpha Stable Distribution
LV Xiaorui · Computer and Digital Engineering · 2012
In practice,various non-gaussian signals and noises have distinct spiky and impulsive characteristics,the decay of its'probability density function is slower than the Gaussian distribution's,showing significant tails.The Alpha stable distribution,which bases on the broad Central Limit Theorem,has the statistical characteristics of non-Gaussian and heavy tailed.The generation of random variables subject to the alpha stable distribution is the basis of related research.This paper gives the simulation algorithm of the Generation of random variables subject to the alpha stable distribution in the standard parameters derived from the algorithm in the S2parameters.Simulation experiments at the end of the paper verify the feasibility of the algorithm.