GNU Scientific Library – Reference Manual: The Landau Distribution

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### 20.11 The Landau Distribution

Function: double gsl_ran_landau (const gsl_rng * r)

  This function returns a random variate from the Landau distribution. The probability distribution for Landau random variates is defined analytically by the complex integral, For numerical purposes it is more convenient to use the following equivalent form of the integral,

Function: double gsl_ran_landau_pdf (double x)

  This function computes the probability density p(x) at x for the Landau distribution using an approximation to the formula given above.