183 citations · 205 across the 4 of their papers we have counts for
4 papers
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation
Mauro Politi, Enrico Scalas, Daniel Fulger +1
Random matrix theory is used to assess the significance of weak correlations and is well established for Gaussian statistics. However, many complex systems, with stock markets as a…
Random numbers from the tails of probability distributions using the transformation method
Daniel Fulger, Enrico Scalas, Guido Germano
The speed of many one-line transformation methods for the production of, for example, Levy alpha-stable random numbers, which generalize Gaussian ones, and Mittag-Leffler random nu…
Automatic generation of non-uniform random variates for arbitrary pointwise computable probability densities by tiling
Daniel Fulger, Guido Germano
We present a rejection method based on recursive covering of the probability density function with equal tiles. The concept works for any probability density function that is point…
Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation
Daniel Fulger, Enrico Scalas, Guido Germano
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler…