Class StableRandomGenerator

java.lang.Object
org.hipparchus.random.StableRandomGenerator
All Implemented Interfaces:
NormalizedRandomGenerator

public class StableRandomGenerator extends Object implements NormalizedRandomGenerator

This class provides a stable normalized random generator. It samples from a stable distribution with location parameter 0 and scale 1.

The implementation uses the Chambers-Mallows-Stuck method as described in Handbook of computational statistics: concepts and methods by James E. Gentle, Wolfgang Härdle, Yuichi Mori.