not really, since the Levy distribution is defined over the reals, as the normal distribution is (so there is no such thing as a normal distribution in [a, b])

on the other hand, andrew eckford's blog shows a simple way to generate a Levy distribution (ask google about generating Levy distribution), which you might be able to tweak to serve your needs

Thank you so much!

Despite normal distribution that number generated is in [mean-3*sigma,mean+3*sigma] with probability more than 96 %, Levy distribution has no defined and definite mean and variance, so probability of a number generation in long distances.

please visit http://www.math.uah.edu/stat/applets/SpecialSimulation.html

for visualization

for generating variables by Levy distribution you can use " Mantegna method for Levy distribution"

Thank you so much for your suggestion.

Dear Long Nguyen Cong,

Can you able to generate Levy random number in the interval [a, b] using Levy distribution.