tag:blogger.com,1999:blog-6629955541128823275.post2361086084902597320..comments2024-03-08T01:15:41.672-05:00Comments on Andrew Eckford: The Blog: Generating Lévy random variables from Gaussian (Updated)Andrew Eckfordhttp://www.blogger.com/profile/07739059406915664466noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-6629955541128823275.post-21458701271674464102011-07-31T17:19:03.571-04:002011-07-31T17:19:03.571-04:00Dear Andrew, I have found this property to be very...Dear Andrew, I have found this property to be very useful, but the problem I am facing is that if the mean of the Gaussian is at zero, 1/z^2 would diverge. I would be interested to know how you overcame this problem. If the mean of the Gaussian is moved to a, then the mean of the Levy is moved to 1/a^2, but I don't see how the variance is changed. <br /><br />Best<br />Hoda Hossein-Nejad<br />University of TorontoAnonymoushttps://www.blogger.com/profile/02997185435424226679noreply@blogger.com