Mittag-Leffler random number generator (Scripts) Publisher's description
from Guido Germano
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
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.
 T. J. Kozubowski and S. T. Rachev, "Univariate Geometric Stable Laws", Journal of Computational Analysis and Applications 1, 177-219 (1999).
 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).
System Requirements:MATLAB 7.5 (R2007b)
Program Release Status: New Release
Program Install Support: Install and Uninstall