## Leonenko . Student processes

- C. C. Heyde, N. N.
- Adv . in Appl . Probab .
- 2005

@inproceedings{Hubalek2005OnSF, title={On simulation from the marginal distribution of a Student t and generalized hyperbolic L{\'e}vy process}, author={Friedrich Hubalek}, year={2005} }

- Published 2005

Note that several slightly different parameterizations are used, in particular 2ν instead of ν. It is well-known since [5] that this distribution is infinitely divisible, thus there is a Lévy process X such that X(1) ∼ Tν . While there is a simple elegant one-liner (Bailey’s method), see [2], to simulate from the distribution of X(1), ie Tν , it seems, that… CONTINUE READING

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