Exact sampling of the first passage of a stable subordinator can be done with expected complexity O(1+|ln(1-α)|) using acceptance-rejection envelopes, without numerical inversions or integrations.
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Complexity of exact sampling of the first passage of a stable subordinator
Exact sampling of the first passage of a stable subordinator can be done with expected complexity O(1+|ln(1-α)|) using acceptance-rejection envelopes, without numerical inversions or integrations.