Mittag-Leffler random number generator

Version 1.4.0.0 (2.29 KB) by Guido Germano
Generates a matrix of Mittag-Leffler pseudo-random numbers
5.0
(3)
1.2K Downloads
Updated 4 Apr 2016

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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 (2024). Mittag-Leffler random number generator (https://www.mathworks.com/matlabcentral/fileexchange/19392-mittag-leffler-random-number-generator), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.4.0.0

Added a comment to one line of code, corrected the format of reference 1
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
1.2.0.0

Small change to the summary
1.1.0.0

Small corrections to the description and the tags
1.0.0.0

Changed title and added references to description.