Function rgsl::randist::landau::landau

source ·
pub fn landau(r: &mut Rng) -> f64
Expand description

This function returns a random variate from the Landau distribution. The probability distribution for Landau random variates is defined analytically by the complex integral,

p(x) = (1/(2 \pi i)) \int_{c-i\infty}^{c+i\infty} ds exp(s log(s) + x s)

For numerical purposes it is more convenient to use the following equivalent form of the integral,

p(x) = (1/\pi) \int_0^\infty dt \exp(-t \log(t) - x t) \sin(\pi t).