q-Gaussian distributions. Simplifications and simulations
Probability
2012-08-13 v5 Statistics Theory
Statistics Theory
Abstract
We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.
Cite
@article{arxiv.math/0510153,
title = {q-Gaussian distributions. Simplifications and simulations},
author = {Paweł J. Szabłowki},
journal= {arXiv preprint arXiv:math/0510153},
year = {2012}
}
Comments
13 pages