The calculation process of the Lévy distribution is: enter image description here Among them, l is a Lévy random number, which obeys Lévy distribution; u, v obey the standard normal distribution; β is a constant, the value is 0<β<2. The calculation formula of enter image description hereis as follows: enter image description here Among them: enter image description hereis the Gamma function. I want to calculate enter image description here,but I don’t know how to calculate enter image description here And how to take the value of u and v ,How should this enter image description here be calculated?
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