mittag-leffler

Random number generator for the two-parameter Mittag-Leffler distribution. This repository contains four files mitlef_v1.c, mitlef_v2.c (C99 programs) and ml_v1.cpp, ml_v2.cpp (c++11 programs). The Version 1 programs mitlef_v1.c and ml_v1.cpp do exactly the same. They generate pseudo random numbers distributed according to the two-parameter Mittag-Leffler distribution ML(a,b) of type two (having moments of all orders). The algorithm is based on a rejection method, which is efficient and accurate for all parameter values 0<a<1 and b>0. Details are provided in Section 8 of Möhle, M. (2021) A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution, J. Appl. Probab. 58, 978-1006 (DOI: https://doi.org/10.1017/jpr.2021.10). The newer (Version 2) programs mitlef_v2.c and ml_v2.cpp even work for negative parameter b (>-a), a case which is not discussed in the mentioned article. In addition, the Version 2 programs provide some information on the efficiency of the algorithms.