RANDLANDAU

RANDLANDAU 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).

RANDLANDAU().

RAND.