Mittag-Leffler random number generator
Generates a matrix of Mittag-Leffler pseudo-random numbers
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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).
Cite As
Guido Germano (2026). Mittag-Leffler random number generator (https://www.mathworks.com/matlabcentral/fileexchange/19392-mittag-leffler-random-number-generator), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.4.0.0 (2.29 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.4.0.0 | Added a comment to one line of code, corrected the format of reference 1 |
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| 1.3.0.0 | Associated an open source BSD licence to this submission, as recommended by John Kelly, the Administrator of Matlab Central's File Exchange |
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| 1.2.0.0 | Small change to the summary |
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| 1.1.0.0 | Small corrections to the description and the tags |
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| 1.0.0.0 | Changed title and added references to description. |
